Mastern Premier Reit 1 Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.25% (+1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6167 | 2.59 | |
| 0.4538 | 4.57 | |
| 0.0097 | 0.25 | |
| -11.5368 | -2.50 | |
| 17.1334 | 2.68 | |
| -9.5478 | -2.50 | |
| 9.0664 | 2.45 | |
| -12.4721 | -3.24 | |
| 13.3547 | 2.72 | |
| -9.7392 | -1.22 |
Estimation Period:
May 31, 2022 to Feb 6, 2026
May 31, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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