SF Real Estate Investment Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.17% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8230 | 4.50 | |
| 0.0276 | 1.85 | |
| 0.8515 | 8.92 | |
| -0.8793 | -2.91 | |
| 1.7082 | 3.69 | |
| -2.5159 | -5.15 |
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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