Tritax BIG BOX Reit PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:63.27% (+1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7293 | 3.20 | |
| 0.2091 | 4.72 | |
| 0.0000 | 0.00 | |
| 4.9343 | 1.16 | |
| -7.0488 | -1.16 | |
| 5.1371 | 1.35 | |
| -8.4412 | -2.20 | |
| 8.5667 | 2.06 | |
| -3.0084 | -0.69 | |
| -2.6329 | -0.57 | |
| 7.9979 | 2.00 | |
| -9.3378 | -3.18 | |
| 4.0949 | 2.22 |
Estimation Period:
Jan 7, 2021 to Feb 13, 2026
Jan 7, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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