Canadian NET Real ES IN Trst Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.55% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7488 | 2.97 | |
| 0.0984 | 5.08 | |
| 0.7389 | 13.81 | |
| 0.5355 | 1.48 | |
| -1.0506 | -2.06 | |
| 0.8013 | 2.39 | |
| -0.2708 | -0.74 | |
| -0.3965 | -1.13 | |
| 1.0132 | 3.78 | |
| -1.2281 | -6.79 | |
| 1.0025 | 5.75 | |
| -0.6678 | -3.07 | |
| 0.4172 | 1.29 |
Estimation Period:
May 29, 2007 to Feb 6, 2026
May 29, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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