Prosperity Real Estate INV Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.15% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7341 | 5.87 | |
| 0.1155 | 5.59 | |
| 0.7837 | 22.34 | |
| 0.0038 | 0.02 | |
| -0.1590 | -0.45 | |
| 0.4416 | 1.80 | |
| -0.8083 | -3.69 | |
| 1.2455 | 5.32 | |
| -1.2250 | -4.26 | |
| 0.7414 | 2.12 | |
| -0.2798 | -0.66 | |
| -0.4185 | -0.61 |
Estimation Period:
Apr 20, 2010 to Feb 6, 2026
Apr 20, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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