Cbre GBL Real EST Incm Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.72% (+4.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0722 | 3.27 | |
| 0.1638 | 8.00 | |
| 0.7797 | 32.66 | |
| 0.3080 | 3.07 | |
| -0.6079 | -4.30 | |
| 0.4651 | 5.64 | |
| -0.2097 | -3.18 | |
| 0.1043 | 1.84 | |
| -0.0432 | -0.69 | |
| -0.1728 | -1.71 |
Estimation Period:
Feb 25, 2004 to Feb 13, 2026
Feb 25, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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