Yuexiu Real Estate Investment Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:15.87% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1558 | 3.88 | |
| 0.1418 | 5.84 | |
| 0.8036 | 27.33 | |
| 0.0359 | 0.51 | |
| -0.0714 | -0.66 | |
| 0.0811 | 1.13 | |
| 0.0043 | 0.07 | |
| -0.2271 | -3.02 |
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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