Emira Property Fund Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.70% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6680 | 4.58 | |
| 0.0939 | 6.13 | |
| 0.8329 | 35.12 | |
| -0.0627 | -0.69 | |
| 0.0179 | 0.14 | |
| 0.1479 | 1.84 | |
| -0.1986 | -2.69 | |
| 0.2161 | 3.41 | |
| -0.2398 | -3.72 | |
| 0.1509 | 1.68 |
Estimation Period:
Dec 8, 2003 to Feb 6, 2026
Dec 8, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Emira Property Fund Ltd Analyses
Other Spline-GARCH Analyses on Real Estate