Sunlight Real Estate Investment Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:25.30% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6573 | 3.34 | |
| 0.1162 | 6.06 | |
| 0.8166 | 31.38 | |
| -0.2803 | -2.29 | |
| 0.3994 | 2.29 | |
| -0.1550 | -1.66 | |
| 0.0996 | 1.44 | |
| -0.1197 | -1.86 | |
| 0.0618 | 1.23 |
Estimation Period:
Dec 21, 2006 to Feb 16, 2026
Dec 21, 2006 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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