KDX Realty Investment Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.23% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4849 | 2.44 | |
| 0.1355 | 7.64 | |
| 0.7711 | 28.91 | |
| 0.3566 | 1.21 | |
| -0.9621 | -2.39 | |
| 0.8344 | 4.26 | |
| -0.2266 | -1.56 | |
| 0.0174 | 0.14 | |
| -0.1459 | -1.16 | |
| 0.3842 | 2.74 | |
| -0.4412 | -3.06 | |
| 0.2443 | 1.47 | |
| -0.2014 | -0.65 |
Estimation Period:
Jul 21, 2005 to Feb 10, 2026
Jul 21, 2005 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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