Credit Suisse Real Estate AGARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:16.12% (+0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0513 | 6.48 | |
| 0.0882 | 11.00 | |
| 0.8700 | 81.59 | |
| 0.2747 | 2.93 |
Estimation Period:
Jul 13, 2020 to Dec 23, 2025
Jul 13, 2020 to Dec 23, 2025
News Impact Curve
Volatility Forecasts
Other Credit Suisse Real Estate Analyses
Other AGARCH Analyses on Closed-end Funds