AN GIA Real Estate Investmen Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.76% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4817 | 3.07 | |
| 0.0731 | 4.45 | |
| 0.8787 | 29.52 | |
| -0.5581 | -2.42 | |
| 0.8085 | 2.27 | |
| -0.4420 | -1.15 |
Estimation Period:
Jan 9, 2020 to Feb 6, 2026
Jan 9, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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