Fiducial Real Estate SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.81% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8702 | 6.03 | |
| 0.0901 | 6.27 | |
| 0.8420 | 29.30 | |
| -0.0727 | -1.41 | |
| 0.1442 | 1.71 | |
| -0.0858 | -1.18 | |
| -0.0872 | -1.16 | |
| 0.2278 | 3.38 | |
| -0.1843 | -2.62 | |
| 0.0611 | 0.69 | |
| 0.0347 | 0.27 | |
| -0.0662 | -0.36 |
Estimation Period:
Sep 21, 1990 to Feb 6, 2026
Sep 21, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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