Equity Residential Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.46% (+3.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2012 | 5.54 | |
| 0.0904 | 8.91 | |
| 0.8856 | 74.56 | |
| 0.0155 | 2.88 | |
| -0.0245 | -3.05 | |
| 0.0223 | 3.12 |
Estimation Period:
Aug 12, 1993 to Feb 6, 2026
Aug 12, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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