New England Realty Associates LP Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.28% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5445 | 1.61 | |
| 0.1093 | 7.40 | |
| 0.8602 | 42.76 | |
| -0.1364 | -0.65 | |
| 0.2360 | 1.01 | |
| -0.3221 | -3.21 | |
| 0.4398 | 3.98 | |
| -0.3019 | -2.94 | |
| 0.0618 | 0.64 | |
| 0.0915 | 1.06 | |
| -0.1040 | -1.19 | |
| 0.0858 | 0.71 |
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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