Fonds Immobilier Romand Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.42% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4239 | 2.35 | |
| 0.1268 | 5.40 | |
| 0.7496 | 13.10 | |
| -0.8295 | -1.23 | |
| 0.8924 | 0.99 | |
| 0.1836 | 0.54 | |
| -0.5064 | -2.21 | |
| 0.4902 | 2.80 | |
| -0.4744 | -3.42 | |
| 0.3558 | 3.35 |
Estimation Period:
Sep 13, 2013 to Feb 6, 2026
Sep 13, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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