Altareit SCA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:28.11% (-2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0929 | 1.70 | |
| 0.1526 | 5.57 | |
| 0.8424 | 35.30 | |
| -2.9742 | -1.99 | |
| 5.7782 | 3.10 | |
| -4.5837 | -5.76 | |
| 2.4297 | 2.46 | |
| -0.9782 | -1.18 | |
| 0.9963 | 1.51 | |
| -1.5623 | -2.40 | |
| 1.5472 | 2.03 | |
| -1.0190 | -1.39 | |
| 0.5092 | 1.08 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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