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V-Lab

Real Estate Investment Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.15% (+0.19%)
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 SGARCH
paramt-stat
ω0.77021.76
α0.15555.95
β0.768221.37
γ1-1.7242-2.38
γ22.96742.95
γ3-2.2938-3.33
γ41.13711.73
γ50.01690.02
γ60.36350.40
γ7-0.6230-0.80
γ80.16520.26
γ9-0.2289-0.28
γ100.13820.13
Estimation Period:
Feb 2, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts