E Kocref Cr-Reit Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.25% (+2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3159 | 2.98 | |
| 0.1667 | 4.39 | |
| 0.7501 | 14.49 | |
| 5.0912 | 4.26 | |
| -8.3010 | -4.85 | |
| 4.0482 | 3.71 | |
| 0.1465 | 0.15 | |
| -2.3271 | -2.08 | |
| 2.4379 | 1.84 | |
| -1.8594 | -1.27 | |
| 1.1081 | 0.55 |
Estimation Period:
Jun 27, 2018 to Feb 6, 2026
Jun 27, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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