Gulf Canadian Real Estate Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:50.71% (-2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9701 | 5.02 | |
| 0.1619 | 7.84 | |
| 0.7374 | 19.69 | |
| -0.8446 | -4.00 | |
| 1.2935 | 4.19 | |
| -0.5923 | -3.12 | |
| 0.2463 | 1.46 | |
| -0.2687 | -1.61 | |
| 0.5524 | 3.03 | |
| -1.1472 | -5.14 | |
| 1.5610 | 5.86 | |
| -1.1149 | -5.01 |
Estimation Period:
Jan 14, 2008 to Feb 12, 2026
Jan 14, 2008 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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