Covivio Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.21% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9625 | 5.52 | |
| 0.0689 | 4.32 | |
| 0.9053 | 43.87 | |
| -0.0229 | -0.98 | |
| 0.0802 | 2.20 | |
| -0.1478 | -3.91 |
Estimation Period:
Sep 6, 2010 to Feb 6, 2026
Sep 6, 2010 to Feb 6, 2026
News Impact Curve
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