Eurocommercial Properties NV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.42% (+9.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2683 | 6.53 | |
| 0.1383 | 8.22 | |
| 0.7199 | 21.78 | |
| -0.1280 | -2.52 | |
| 0.1760 | 2.23 | |
| -0.1189 | -1.95 | |
| 0.1841 | 3.17 | |
| -0.2240 | -4.47 | |
| 0.1484 | 3.72 | |
| -0.0795 | -1.82 | |
| 0.1673 | 3.26 | |
| -0.2819 | -6.07 | |
| 0.2246 | 7.14 |
Estimation Period:
Nov 20, 1991 to Feb 6, 2026
Nov 20, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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