Precinct Properties Group Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
20.68%
increased by 0.62%
1 Week
21.06%
increased by 1.00%
1 Month
21.76%
increased by 1.70%
Analysis last updated: Tuesday, June 9, 2026 at 08:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2318 | 7.01 | |
| 0.0876 | 5.81 | |
| 0.7861 | 22.90 | |
| -0.0937 | -1.92 | |
| 0.0864 | 1.22 | |
| 0.1278 | 2.79 | |
| -0.2651 | -5.84 | |
| 0.2178 | 4.72 | |
| -0.0849 | -2.11 | |
| 0.0861 | 2.23 | |
| -0.1569 | -4.00 | |
| 0.0999 | 3.32 |
Estimation Period:
Dec 18, 1997 to Jun 5, 2026
Dec 18, 1997 to Jun 5, 2026
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