Skip to main content
V-Lab

Gulf Canadian Real Estate Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:50.71% (-2.36%)
Analysis last updated: Friday, February 13, 2026 at 08:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Gulf Canadian Real Estate S0GARCH
paramt-stat
ω0.97015.02
α0.16197.84
β0.737419.69
γ1-0.8446-4.00
γ21.29354.19
γ3-0.5923-3.12
γ40.24631.46
γ5-0.2687-1.61
γ60.55243.03
γ7-1.1472-5.14
γ81.56105.86
γ9-1.1149-5.01
Estimation Period:
Jan 14, 2008 to Feb 12, 2026
Impact of return on volatility tomorrow
Volatility Forecasts