Nexus Industrial Reit Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.59% (+3.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.9092 | 4.22 | |
| 0.1600 | 7.25 | |
| 0.7744 | 24.60 | |
| 0.1224 | 3.01 | |
| -0.0112 | -0.19 | |
| -0.2796 | -5.52 |
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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