Automotive Properties Reit Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.45% (+0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9175 | 4.26 | |
| 0.0902 | 4.69 | |
| 0.8808 | 36.87 | |
| 0.2428 | 4.21 | |
| -0.3036 | -3.78 | |
| 0.0682 | 1.62 |
Estimation Period:
Jul 22, 2015 to Feb 13, 2026
Jul 22, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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