Firm Capital Property Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.16% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2491 | 5.12 | |
| 0.1577 | 6.35 | |
| 0.6848 | 14.21 | |
| 0.0550 | 0.40 | |
| -0.2455 | -1.10 | |
| 0.3400 | 2.04 | |
| -0.1550 | -1.09 | |
| 0.0354 | 0.31 | |
| -0.0167 | -0.19 | |
| -0.2528 | -2.09 |
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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