El Shams Housing & Urbanizat Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:30.21% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1306 | 8.52 | |
| 0.1350 | 9.51 | |
| 0.7916 | 37.15 | |
| 0.0102 | 1.21 | |
| -0.0273 | -2.05 | |
| 0.0481 | 4.16 | |
| -0.0796 | -4.57 |
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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