SF Real Estate Investment Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.34% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9221 | 2.00 | |
| 0.0194 | 1.11 | |
| 0.8053 | 4.18 | |
| 1.0113 | 0.14 | |
| -3.1345 | -0.33 | |
| 3.3925 | 0.74 | |
| -4.6059 | -1.23 | |
| 7.4637 | 2.09 | |
| -3.0757 | -0.82 | |
| -5.8031 | -1.61 | |
| 10.6847 | 3.47 | |
| -15.0400 | -3.80 | |
| 14.4601 | 4.22 |
Estimation Period:
May 17, 2021 to Feb 6, 2026
May 17, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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