Covivio GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.52% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0599 | 21.05 | |
| 0.0748 | 33.67 | |
| 0.9109 | 371.51 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
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