First Capital Real Estate Investment Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.29% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1144 | 7.15 | |
| 0.1059 | 8.02 | |
| 0.8273 | 39.26 | |
| 0.1718 | 4.85 | |
| -0.3052 | -5.44 | |
| 0.2375 | 5.96 | |
| -0.1651 | -4.61 | |
| 0.0902 | 2.20 | |
| -0.0035 | -0.06 | |
| -0.0565 | -1.00 | |
| 0.0363 | 1.07 |
Estimation Period:
Mar 29, 1994 to Feb 6, 2026
Mar 29, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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