Credit Suisse Real Estate GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:13.92% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3073 | 5.23 | |
| 0.0880 | 8.51 | |
| 0.9476 | 92.33 | |
| 5.0536 | 2.87 |
Estimation Period:
Jul 13, 2020 to Feb 27, 2026
Jul 13, 2020 to Feb 27, 2026
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