Covivio Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.23% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9785 | 5.71 | |
| 0.1002 | 8.80 | |
| 0.8629 | 59.14 | |
| -0.0107 | -0.70 | |
| 0.0209 | 0.91 | |
| -0.0340 | -2.27 | |
| 0.0508 | 4.31 | |
| -0.0369 | -4.56 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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