AL Maather Reit Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:11.03% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7831 | 2.12 | |
| 0.2018 | 5.35 | |
| 0.7166 | 16.80 | |
| 4.2476 | 2.64 | |
| -6.1630 | -2.59 | |
| 3.9717 | 2.70 | |
| -3.6200 | -3.32 | |
| 1.6946 | 1.57 | |
| 0.7495 | 0.66 | |
| -2.1068 | -1.44 | |
| 2.0469 | 1.23 | |
| -0.7502 | -0.57 | |
| -0.2961 | -0.40 |
Estimation Period:
Sep 6, 2017 to Feb 5, 2026
Sep 6, 2017 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other AL Maather Reit Analyses
Other Zero Slope Spline-GARCH Analyses on Real Estate