Mori Hills Reit INV Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.26% (+2.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3072 | 5.72 | |
| 0.1863 | 7.33 | |
| 0.6562 | 15.97 | |
| -0.1212 | -1.92 | |
| 0.1751 | 2.14 | |
| -0.1185 | -2.61 | |
| 0.1837 | 4.41 | |
| -0.2203 | -4.88 | |
| 0.1632 | 2.46 |
Estimation Period:
Nov 30, 2006 to Feb 13, 2026
Nov 30, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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