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Gulf Canadian Real Estate Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:59.03% (-2.11%)
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 SGARCH
paramt-stat
ω0.97275.02
α0.16417.99
β0.735420.34
γ1-0.8579-4.07
γ21.31874.29
γ3-0.6138-3.23
γ40.26051.54
γ5-0.2691-1.61
γ60.52482.90
γ7-1.0678-4.82
γ81.38434.94
γ9-0.7062-1.45
Estimation Period:
Jan 14, 2008 to Feb 12, 2026
Impact of return on volatility tomorrow
Volatility Forecasts