Fibra Prologis Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:60.38% (+1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3887 | 3.27 | |
| 0.0584 | 3.10 | |
| 0.8960 | 17.07 | |
| -1.3856 | -2.00 | |
| 2.1452 | 2.18 | |
| -1.0175 | -1.72 | |
| 0.0541 | 0.10 | |
| 0.3245 | 0.63 | |
| 0.0368 | 0.06 | |
| -0.3486 | -0.41 | |
| -0.0907 | -0.09 | |
| 1.3489 | 0.89 | |
| -1.8293 | -1.23 |
Estimation Period:
Jun 18, 2014 to Feb 6, 2026
Jun 18, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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