Yuexiu Real Estate Investment Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.58% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0060 | 3.82 | |
| 0.1387 | 6.20 | |
| 0.8185 | 31.44 | |
| -0.0256 | -1.24 | |
| 0.0627 | 2.36 | |
| -0.0568 | -5.76 |
Estimation Period:
Dec 21, 2005 to Feb 16, 2026
Dec 21, 2005 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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