Nomura Real Estate Master FD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.01% (+0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4891 | 2.35 | |
| 0.1186 | 4.40 | |
| 0.8172 | 19.15 | |
| -0.2973 | -2.63 | |
| 0.4531 | 3.10 | |
| -0.2574 | -4.06 | |
| 0.1404 | 3.38 |
Estimation Period:
Jun 13, 2013 to Feb 13, 2026
Jun 13, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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