Alteron Reit Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:703.05% (+46.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3801 | 2.56 | |
| 0.3964 | 4.42 | |
| 0.1050 | 1.34 | |
| -0.0391 | -0.08 | |
| 0.0329 | 0.05 | |
| 0.0844 | 0.18 | |
| -0.7515 | -1.56 | |
| 1.1567 | 2.16 | |
| 0.2431 | 0.28 | |
| -1.0995 | -0.86 | |
| -0.1038 | -0.09 | |
| 1.4998 | 1.69 | |
| -1.7465 | -2.15 |
Estimation Period:
Sep 1, 2009 to Jan 1, 2026
Sep 1, 2009 to Jan 1, 2026
News Impact Curve
Volatility Forecasts
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