Covivio Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.54% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9616 | 4.80 | |
| 0.1053 | 8.50 | |
| 0.8460 | 49.05 | |
| -0.0057 | -0.17 | |
| 0.0001 | 0.00 | |
| 0.0221 | 0.81 | |
| -0.0489 | -1.94 | |
| 0.0385 | 1.55 | |
| 0.0497 | 2.04 | |
| -0.1667 | -4.91 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
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