Covivio Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.53% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6599 | 2.97 | |
| 0.0717 | 3.81 | |
| 0.8824 | 29.55 | |
| -0.7343 | -2.35 | |
| 1.2066 | 2.78 | |
| -0.8385 | -3.46 | |
| 0.5881 | 2.54 | |
| -0.1479 | -0.62 | |
| -0.1453 | -0.65 | |
| -0.0674 | -0.32 | |
| 0.2307 | 1.40 |
Estimation Period:
Sep 6, 2010 to Feb 6, 2026
Sep 6, 2010 to Feb 6, 2026
News Impact Curve
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