Inovalis Real Estate Invt TR Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:53.47% (+12.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5804 | 5.81 | |
| 0.1485 | 5.71 | |
| 0.7886 | 22.50 | |
| 0.5738 | 1.30 | |
| -0.8398 | -1.09 | |
| 0.3871 | 0.50 | |
| -0.5394 | -0.69 | |
| 1.7803 | 2.41 | |
| -2.9513 | -3.54 | |
| 3.2450 | 3.65 | |
| -3.0667 | -2.46 | |
| 2.1156 | 1.42 | |
| -1.6609 | -0.96 |
Estimation Period:
Apr 10, 2013 to Feb 6, 2026
Apr 10, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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