Shinhan Global Active Reit Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:19.79% (+8.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8257 | 3.66 | |
| 0.1805 | 2.01 | |
| 0.1075 | 0.60 | |
| -3.1493 | -2.17 | |
| 4.4387 | 2.38 |
Estimation Period:
Jul 1, 2024 to Feb 13, 2026
Jul 1, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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