Firm Capital Property Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.37% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7889 | 3.82 | |
| 0.1535 | 6.16 | |
| 0.6925 | 14.16 | |
| -0.3262 | -1.07 | |
| 0.4873 | 1.06 | |
| -0.5473 | -1.52 | |
| 0.7662 | 2.03 | |
| -0.5361 | -1.58 | |
| 0.3159 | 0.83 | |
| -0.2580 | -0.68 | |
| 0.2404 | 0.96 | |
| -0.3959 | -2.33 | |
| 0.4240 | 3.59 |
Estimation Period:
Dec 4, 2007 to Feb 6, 2026
Dec 4, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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