V-Lab
A Self-Administered Real Estate Investment Trust Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 12th, 2025:0.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3279 | 13,279,070.00 | |
| 0.5907 | 5,906,700.00 | |
| 0.4093 | 4,093,300.00 | |
| -6.6980 | -66,980,130.00 | |
| 13.6808 | 136,808,000.00 | |
| 5.5011 | 55,011,050.00 | |
| -38.9147 | -389,146,600.00 | |
| 15.6068 | 156,068,100.00 | |
| 8.0768 | 80,768,340.00 | |
| 49.8249 | 498,248,700.00 | |
| 10.4570 | 104,569,700.00 | |
| -196.5478 | -1,965,478,000.00 | |
| 206.1583 | 2,061,583,000.00 |
Estimation Period:
Jul 14, 2011 to May 9, 2025
Jul 14, 2011 to May 9, 2025
News Impact Curve
Volatility Forecasts
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