First Capital Real Estate Investment Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.30% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1788 | 7.45 | |
| 0.1070 | 7.93 | |
| 0.8217 | 36.91 | |
| 0.1843 | 5.32 | |
| -0.3254 | -5.93 | |
| 0.2524 | 6.47 | |
| -0.1797 | -5.11 | |
| 0.1061 | 2.64 | |
| -0.0254 | -0.45 | |
| -0.0149 | -0.25 | |
| -0.0661 | -1.03 |
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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