BSR Real Estate Invest TR Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.64% (-2.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6034 | 3.68 | |
| 0.2042 | 4.55 | |
| 0.5687 | 8.15 | |
| -2.1486 | -3.14 | |
| 3.5986 | 3.71 | |
| -2.5667 | -3.68 | |
| 1.4577 | 2.42 | |
| 0.0369 | 0.07 | |
| -1.3043 | -1.33 |
Estimation Period:
Jun 10, 2019 to Feb 6, 2026
Jun 10, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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