Alteron Reit Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:746.24% (+33.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4184 | 2.53 | |
| 0.4271 | 5.32 | |
| 0.1124 | 1.82 | |
| -0.0527 | -0.11 | |
| 0.0507 | 0.07 | |
| 0.0751 | 0.16 | |
| -0.7321 | -1.50 | |
| 1.1015 | 2.06 | |
| 0.4126 | 0.49 | |
| -1.6498 | -1.37 | |
| 1.2978 | 1.16 | |
| -1.9257 | -2.57 | |
| 5.6303 | 5.18 |
Estimation Period:
Sep 1, 2009 to Jan 1, 2026
Sep 1, 2009 to Jan 1, 2026
News Impact Curve
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