Saul Centers Inc Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
23.48%
increased by 1.48%
1 Week
23.28%
increased by 1.28%
1 Month
22.67%
increased by 0.67%
Analysis last updated: Tuesday, June 9, 2026 at 09:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7686 | 5.25 | |
| 0.0644 | 7.00 | |
| 0.8953 | 64.16 | |
| 0.0147 | 0.39 | |
| -0.0335 | -0.62 | |
| 0.0765 | 2.13 | |
| -0.1443 | -4.61 | |
| 0.1292 | 4.47 | |
| -0.0160 | -0.47 | |
| -0.0741 | -1.68 | |
| 0.0458 | 0.80 |
Estimation Period:
Aug 19, 1993 to Jun 5, 2026
Aug 19, 1993 to Jun 5, 2026
Other Saul Centers Inc Analyses
Other Spline-GARCH Analyses on Real Estate