Global ONE Real Estate INV Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.42% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7435 | 4.06 | |
| 0.1654 | 6.67 | |
| 0.7024 | 17.11 | |
| 0.7120 | 4.52 | |
| -1.1534 | -5.28 | |
| 0.5244 | 4.02 | |
| -0.0959 | -0.75 | |
| 0.1026 | 0.74 | |
| -0.3223 | -2.23 | |
| 0.5503 | 3.80 | |
| -0.5763 | -3.90 | |
| 0.3964 | 2.69 | |
| -0.1535 | -0.71 |
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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