AL Maather Reit Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:6.19% (+0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9543 | 2.17 | |
| 0.2119 | 5.51 | |
| 0.7062 | 16.31 | |
| 4.4480 | 2.80 | |
| -6.4838 | -2.74 | |
| 4.1822 | 2.84 | |
| -3.7778 | -3.44 | |
| 1.8118 | 1.67 | |
| 0.6405 | 0.56 | |
| -1.9118 | -1.26 | |
| 1.5455 | 0.85 | |
| 0.5210 | 0.28 | |
| -3.8829 | -1.20 |
Estimation Period:
Sep 6, 2017 to Feb 5, 2026
Sep 6, 2017 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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