Real Estate Investment Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.93% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7788 | 1.76 | |
| 0.1561 | 6.00 | |
| 0.7687 | 21.63 | |
| -1.6869 | -2.32 | |
| 2.9058 | 2.89 | |
| -2.2570 | -3.28 | |
| 1.1215 | 1.70 | |
| 0.0179 | 0.02 | |
| 0.3719 | 0.40 | |
| -0.6424 | -0.83 | |
| 0.2157 | 0.36 | |
| -0.3666 | -0.53 | |
| 0.5155 | 0.93 |
Estimation Period:
Feb 2, 2012 to Feb 6, 2026
Feb 2, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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