Igis Value Plus Reit Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:17.89% (+0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9887 | 3.87 | |
| 0.1553 | 2.19 | |
| 0.5903 | 4.38 | |
| 1.2523 | 2.73 | |
| -1.9812 | -3.07 | |
| 1.0640 | 3.02 | |
| -0.4644 | -1.94 |
Estimation Period:
Jul 16, 2020 to Feb 13, 2026
Jul 16, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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