European Residential Reit Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.63% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1041 | 4.13 | |
| 0.1571 | 4.79 | |
| 0.6123 | 7.85 | |
| 3.1454 | 1.86 | |
| -6.7442 | -2.71 | |
| 6.9527 | 3.98 | |
| -3.3560 | -2.00 | |
| -1.8393 | -1.24 | |
| 2.3441 | 1.67 | |
| 1.0120 | 0.50 | |
| -3.1635 | -0.95 | |
| 2.0177 | 0.64 |
Estimation Period:
Apr 3, 2019 to Feb 6, 2026
Apr 3, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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