Emira Property Fund Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.00% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6706 | 4.61 | |
| 0.0939 | 6.12 | |
| 0.8328 | 35.09 | |
| -0.0609 | -0.67 | |
| 0.0157 | 0.12 | |
| 0.1481 | 1.85 | |
| -0.1979 | -2.69 | |
| 0.2163 | 3.53 | |
| -0.2430 | -4.47 | |
| 0.1619 | 4.03 |
Estimation Period:
Dec 8, 2003 to Feb 6, 2026
Dec 8, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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