GPT Group/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:22.03% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9314 | 6.00 | |
| 0.0625 | 7.08 | |
| 0.9237 | 91.00 | |
| 0.0032 | 1.50 | |
| -0.0042 | -1.59 |
Estimation Period:
Jan 1, 1990 to Dec 5, 2025
Jan 1, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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