NexPoint Diversified Real Estate Trust Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:56.76% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4208 | 3.37 | |
| 0.1799 | 7.87 | |
| 0.7564 | 33.93 | |
| -0.3165 | -3.41 | |
| 0.4798 | 3.89 | |
| -0.2746 | -3.84 | |
| 0.2414 | 2.65 | |
| -0.1780 | -1.28 | |
| 0.1135 | 0.55 |
Estimation Period:
Jun 26, 2006 to Feb 6, 2026
Jun 26, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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