Nexus Industrial Reit Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.24% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.3513 | 5.08 | |
| 0.1576 | 7.42 | |
| 0.7864 | 27.39 | |
| 0.1382 | 10.46 | |
| -0.1591 | -9.96 |
Estimation Period:
Nov 27, 2012 to Feb 6, 2026
Nov 27, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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