Heliopolis Housing Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:47.25% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6871 | 6.61 | |
| 0.1268 | 7.40 | |
| 0.8314 | 29.80 | |
| -0.0287 | -4.56 | |
| 0.0432 | 4.33 | |
| -0.0266 | -2.43 |
Estimation Period:
Sep 30, 1996 to Feb 12, 2026
Sep 30, 1996 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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