Australian Unity Office Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.29% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7736 | 4.46 | |
| 0.1744 | 5.15 | |
| 0.6747 | 9.20 | |
| 1.3628 | 1.55 | |
| -0.6852 | -0.47 | |
| -2.5089 | -1.92 | |
| 4.2257 | 3.70 | |
| -4.5471 | -5.33 | |
| 3.7368 | 4.21 | |
| -2.5386 | -2.20 | |
| 1.2476 | 0.92 | |
| -0.5796 | -0.46 | |
| 0.4344 | 0.52 |
Estimation Period:
Jun 20, 2016 to Feb 13, 2026
Jun 20, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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