Fiducial Real Estate SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:9.99% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8428 | 5.91 | |
| 0.0889 | 6.16 | |
| 0.8421 | 28.94 | |
| -0.0681 | -1.33 | |
| 0.1355 | 1.62 | |
| -0.0808 | -1.12 | |
| -0.0861 | -1.15 | |
| 0.2235 | 3.35 | |
| -0.1811 | -2.68 | |
| 0.0621 | 0.80 | |
| 0.0272 | 0.30 | |
| -0.0459 | -0.59 |
Estimation Period:
Sep 21, 1990 to Feb 13, 2026
Sep 21, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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