Credit Suisse Real Estate Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:13.08% (+1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5675 | 5.00 | |
| 0.1750 | 2.85 | |
| 0.4591 | 3.15 | |
| -1.9266 | -1.98 | |
| 3.6378 | 2.58 | |
| -4.0835 | -4.68 | |
| 4.1488 | 5.16 | |
| -2.8928 | -3.85 | |
| 1.6492 | 3.21 |
Estimation Period:
Jul 13, 2020 to Dec 23, 2025
Jul 13, 2020 to Dec 23, 2025
News Impact Curve
Volatility Forecasts
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