Capitaland Ascendas Reit Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.06% (+0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8274 | 2.82 | |
| 0.0792 | 6.88 | |
| 0.8498 | 39.27 | |
| -0.0255 | -0.14 | |
| 0.1681 | 0.68 | |
| -0.4712 | -3.87 | |
| 0.5031 | 5.18 | |
| -0.0919 | -0.99 | |
| -0.2738 | -2.47 | |
| 0.4031 | 3.55 | |
| -0.3496 | -2.79 | |
| 0.2413 | 1.84 | |
| -0.3437 | -1.95 |
Estimation Period:
Nov 18, 2002 to Feb 6, 2026
Nov 18, 2002 to Feb 6, 2026
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