New England Realty Associates LP Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.53% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5582 | 1.63 | |
| 0.1096 | 7.41 | |
| 0.8603 | 42.96 | |
| -0.1233 | -0.59 | |
| 0.2099 | 0.90 | |
| -0.2976 | -2.95 | |
| 0.4202 | 3.78 | |
| -0.2896 | -2.81 | |
| 0.0590 | 0.61 | |
| 0.0798 | 0.95 | |
| -0.0695 | -0.92 | |
| 0.0017 | 0.03 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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