Mefic Reit Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:10.99% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9496 | 1.98 | |
| 0.1308 | 4.26 | |
| 0.8050 | 20.65 | |
| -0.1400 | -0.09 | |
| 1.4466 | 0.62 | |
| -3.3279 | -1.93 | |
| 3.6453 | 2.58 | |
| -2.3413 | -2.01 | |
| 1.1345 | 1.15 | |
| -0.3918 | -0.48 | |
| -0.1862 | -0.28 |
Estimation Period:
Nov 15, 2018 to Feb 5, 2026
Nov 15, 2018 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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