BTB Real Estate Investmnt TR Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.61% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7566 | 3.87 | |
| 0.1545 | 6.71 | |
| 0.7777 | 27.74 | |
| -0.3243 | -5.12 | |
| 0.4613 | 5.20 | |
| -0.1585 | -2.75 | |
| 0.0701 | 1.10 | |
| -0.1505 | -1.82 |
Estimation Period:
Oct 3, 2006 to Feb 6, 2026
Oct 3, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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