El Shams Housing & Urbanizat Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:32.20% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1756 | 6.63 | |
| 0.1370 | 9.44 | |
| 0.7787 | 35.37 | |
| 0.0300 | 0.48 | |
| -0.0168 | -0.17 | |
| -0.0328 | -0.50 | |
| -0.0097 | -0.15 | |
| 0.0790 | 1.23 | |
| -0.0869 | -1.44 | |
| 0.1426 | 2.21 | |
| -0.2544 | -3.84 | |
| 0.2153 | 4.43 |
Estimation Period:
Nov 9, 1998 to Feb 5, 2026
Nov 9, 1998 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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