Real Estate Investment Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.15% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7702 | 1.76 | |
| 0.1555 | 5.95 | |
| 0.7682 | 21.37 | |
| -1.7242 | -2.38 | |
| 2.9674 | 2.95 | |
| -2.2938 | -3.33 | |
| 1.1371 | 1.73 | |
| 0.0169 | 0.02 | |
| 0.3635 | 0.40 | |
| -0.6230 | -0.80 | |
| 0.1652 | 0.26 | |
| -0.2289 | -0.28 | |
| 0.1382 | 0.13 |
Estimation Period:
Feb 2, 2012 to Feb 6, 2026
Feb 2, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Real Estate Investment Fund Analyses
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