Link REIT Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.37% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9739 | 8.98 | |
| 0.1273 | 5.97 | |
| 0.8007 | 31.31 | |
| 0.0036 | 1.98 |
Estimation Period:
Nov 25, 2005 to Feb 6, 2026
Nov 25, 2005 to Feb 6, 2026
News Impact Curve
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