Cbre GBL Real EST Incm Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.11% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1622 | 3.33 | |
| 0.1620 | 7.87 | |
| 0.7778 | 31.92 | |
| 0.4348 | 3.42 | |
| -0.7388 | -4.26 | |
| 0.3416 | 3.93 | |
| 0.0856 | 1.10 | |
| -0.2448 | -2.77 | |
| 0.3008 | 3.17 | |
| -0.3026 | -3.55 | |
| 0.1372 | 2.44 |
Estimation Period:
Feb 25, 2004 to Feb 6, 2026
Feb 25, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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