El Kahera Housing Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.29% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6369 | 4.47 | |
| 0.1653 | 9.29 | |
| 0.7816 | 37.72 | |
| -0.1771 | -3.99 | |
| 0.2719 | 4.19 | |
| -0.1659 | -4.28 | |
| 0.1463 | 4.27 | |
| -0.1162 | -3.30 | |
| 0.0262 | 0.69 |
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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