Indl & Infrastructure Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.37% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4889 | 5.45 | |
| 0.1023 | 6.17 | |
| 0.8621 | 38.38 | |
| 0.0275 | 0.42 | |
| -0.0378 | -0.36 | |
| -0.0250 | -0.30 | |
| 0.1717 | 2.56 | |
| -0.2751 | -4.45 | |
| 0.1945 | 4.07 |
Estimation Period:
Oct 30, 2007 to Feb 6, 2026
Oct 30, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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