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V-Lab

Real Estate Investment Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.93% (+0.17%)
Analysis last updated: Sunday, February 8, 2026 at 04:36 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Real Estate Investment Fund S0GARCH
paramt-stat
ω0.77881.76
α0.15616.00
β0.768721.63
γ1-1.6869-2.32
γ22.90582.89
γ3-2.2570-3.28
γ41.12151.70
γ50.01790.02
γ60.37190.40
γ7-0.6424-0.83
γ80.21570.36
γ9-0.3666-0.53
γ100.51550.93
Estimation Period:
Feb 2, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts