Credit Suisse Real Estate GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.77% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0610 | 9.10 | |
| 0.0887 | 11.59 | |
| 0.8680 | 82.04 |
Estimation Period:
Jul 13, 2020 to Feb 20, 2026
Jul 13, 2020 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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