El Kahera Housing Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:44.95% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6508 | 4.53 | |
| 0.1667 | 9.22 | |
| 0.7794 | 37.44 | |
| -0.1731 | -3.89 | |
| 0.2665 | 4.10 | |
| -0.1654 | -4.24 | |
| 0.1509 | 4.22 | |
| -0.1290 | -3.41 | |
| 0.0596 | 2.16 |
Estimation Period:
Sep 30, 1996 to Feb 5, 2026
Sep 30, 1996 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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