Bait Vegag Real Estate Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:51.13% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7496 | 0.24 | |
| 0.0000 | 0.00 | |
| 0.9994 | 0.04 | |
| -5.0671 | -0.02 | |
| 6.1493 | 0.12 | |
| -0.9253 | -0.02 | |
| -4.7465 | -0.14 | |
| 11.2292 | 0.41 | |
| -11.1789 | -0.45 | |
| 8.4739 | 0.45 | |
| -7.7015 | -0.42 | |
| 10.0823 | 0.76 |
Estimation Period:
Mar 24, 2022 to Feb 6, 2026
Mar 24, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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