Altarea SCA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.53% (+1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1870 | 5.00 | |
| 0.2284 | 7.15 | |
| 0.6199 | 14.22 | |
| 0.1358 | 1.21 | |
| -0.0934 | -0.50 | |
| -0.1873 | -1.30 | |
| 0.2404 | 2.30 | |
| -0.0378 | -0.40 | |
| -0.1064 | -0.88 | |
| 0.0230 | 0.21 | |
| 0.1286 | 1.56 | |
| -0.1795 | -2.86 | |
| 0.0813 | 2.00 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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