Plaza Retail Reit Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.75% (+1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2151 | 5.46 | |
| 0.1991 | 9.03 | |
| 0.6417 | 17.00 | |
| 0.0044 | 0.16 | |
| 0.0216 | 0.60 | |
| -0.0905 | -3.69 | |
| 0.1290 | 5.10 | |
| -0.0574 | -2.13 | |
| -0.0583 | -1.44 |
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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