Frontier Real Estate Invt Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:11.52% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5025 | 5.48 | |
| 0.1620 | 6.52 | |
| 0.6836 | 17.67 | |
| 0.1434 | 0.87 | |
| -0.4363 | -1.74 | |
| 0.2573 | 1.52 | |
| 0.2267 | 1.53 | |
| -0.2627 | -2.07 | |
| -0.1171 | -0.71 | |
| 0.5990 | 3.41 | |
| -0.7374 | -4.95 | |
| 0.3979 | 3.00 | |
| -0.0372 | -0.42 |
Estimation Period:
Aug 24, 2004 to Feb 6, 2026
Aug 24, 2004 to Feb 6, 2026
News Impact Curve
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