Shinhan Global Active Reit Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:20.57% (+7.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8009 | 3.43 | |
| 0.1822 | 2.03 | |
| 0.0984 | 0.56 | |
| -3.5919 | -2.04 | |
| 5.5647 | 1.82 |
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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