Global ONE Real Estate INV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.10% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7227 | 3.97 | |
| 0.1668 | 6.71 | |
| 0.6995 | 16.94 | |
| 0.6783 | 4.27 | |
| -1.0984 | -5.01 | |
| 0.4854 | 3.73 | |
| -0.0631 | -0.50 | |
| 0.0752 | 0.55 | |
| -0.3002 | -2.09 | |
| 0.5344 | 3.72 | |
| -0.5684 | -3.90 | |
| 0.3990 | 2.90 | |
| -0.1737 | -1.80 |
Estimation Period:
Feb 27, 2004 to Feb 10, 2026
Feb 27, 2004 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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