Credit Suisse Real Estate GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:17.17% (+0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2926 | 5.39 | |
| 0.0840 | 8.73 | |
| 0.9522 | 103.40 | |
| 5.2652 | 2.76 |
Estimation Period:
Jul 13, 2020 to Dec 23, 2025
Jul 13, 2020 to Dec 23, 2025
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