Picton Property Income Ltd/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.15% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4811 | 3.47 | |
| 0.1423 | 7.34 | |
| 0.7881 | 31.29 | |
| -0.5593 | -4.01 | |
| 0.7009 | 3.68 | |
| -0.1527 | -1.74 | |
| 0.0535 | 0.56 | |
| 0.0169 | 0.14 | |
| -0.1770 | -1.81 | |
| 0.1613 | 2.67 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Picton Property Income Ltd/The Analyses
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