Sunlight Real Estate Investment Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.70% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6531 | 3.43 | |
| 0.1145 | 5.91 | |
| 0.8117 | 29.31 | |
| -0.2770 | -2.33 | |
| 0.3938 | 2.32 | |
| -0.1468 | -1.62 | |
| 0.0775 | 1.11 | |
| -0.0595 | -0.75 | |
| -0.0984 | -0.80 |
Estimation Period:
Dec 21, 2006 to Feb 13, 2026
Dec 21, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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