Credit Suisse Real Estate Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:12.63% (+1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5666 | 5.01 | |
| 0.1748 | 2.84 | |
| 0.4559 | 3.12 | |
| -1.9286 | -1.98 | |
| 3.6362 | 2.58 | |
| -4.0650 | -4.67 | |
| 4.0938 | 5.10 | |
| -2.7556 | -3.48 | |
| 1.2814 | 1.10 |
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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