Automotive Properties Reit Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.97% (+1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5781 | 4.06 | |
| 0.0889 | 4.42 | |
| 0.8796 | 35.82 | |
| 0.1273 | 3.77 | |
| -0.2229 | -3.89 |
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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