Plaza Retail Reit Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.38% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5508 | 5.46 | |
| 0.2006 | 9.10 | |
| 0.6381 | 16.68 | |
| 0.1271 | 1.62 | |
| -0.2004 | -1.64 | |
| 0.1653 | 2.02 | |
| -0.1896 | -2.69 | |
| 0.0885 | 1.15 | |
| 0.0944 | 1.35 | |
| -0.0613 | -1.08 | |
| -0.0868 | -1.56 | |
| 0.0896 | 1.97 |
Estimation Period:
Aug 2, 1999 to Feb 6, 2026
Aug 2, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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