ERG Capital-3 Reit Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 21st, 2026:334.67% (+39.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4213 | 4.65 | |
| 0.0676 | 2.27 | |
| 0.3439 | 1.35 | |
| 0.4551 | 1.48 | |
| -1.1682 | -2.18 | |
| 1.3809 | 2.61 | |
| -0.5597 | -1.01 | |
| -1.0045 | -1.79 | |
| 1.3828 | 2.52 | |
| 0.0523 | 0.09 | |
| 0.0484 | 0.03 |
Estimation Period:
Aug 8, 2012 to Jan 1, 2026
Aug 8, 2012 to Jan 1, 2026
News Impact Curve
Volatility Forecasts
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