CRE Logistics Reit Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.46% (+0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5080 | 4.27 | |
| 0.1096 | 3.86 | |
| 0.7586 | 12.13 | |
| 1.2389 | 3.14 | |
| -2.3080 | -4.03 | |
| 1.5841 | 4.12 | |
| -0.9740 | -2.54 | |
| 0.9472 | 2.08 | |
| -1.3506 | -1.48 |
Estimation Period:
Feb 7, 2018 to Feb 10, 2026
Feb 7, 2018 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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