Origin Property PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.50% (+0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5699 | 2.76 | |
| 0.0876 | 4.50 | |
| 0.8053 | 18.61 | |
| -0.7931 | -1.66 | |
| 1.1853 | 1.74 | |
| -0.6835 | -1.85 | |
| 0.3435 | 1.15 | |
| 0.1959 | 0.90 | |
| -0.4188 | -3.33 |
Estimation Period:
Oct 7, 2015 to Feb 6, 2026
Oct 7, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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