Fibra Prologis Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:136.00% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3950 | 3.10 | |
| 0.0573 | 3.21 | |
| 0.9020 | 18.47 | |
| -1.4013 | -1.97 | |
| 2.1801 | 2.15 | |
| -1.0498 | -1.71 | |
| 0.0814 | 0.15 | |
| 0.2537 | 0.47 | |
| 0.2651 | 0.44 | |
| -0.8984 | -1.22 | |
| 1.1078 | 1.48 | |
| -1.2581 | -1.56 | |
| 3.8229 | 1.95 |
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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