NewRiver REIT plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.72% (+5.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5245 | 2.50 | |
| 0.2133 | 6.09 | |
| 0.2326 | 2.60 | |
| 0.8204 | 1.92 | |
| -0.9901 | -1.71 | |
| 0.2633 | 0.84 | |
| -0.3694 | -1.55 | |
| 0.5204 | 2.70 | |
| -0.0608 | -0.31 | |
| -0.6594 | -2.82 | |
| 0.4916 | 1.93 | |
| 0.1758 | 0.75 | |
| -0.2282 | -1.45 |
Estimation Period:
Sep 1, 2009 to Feb 6, 2026
Sep 1, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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