Premier Fund Reit Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 21st, 2026:717.04% (+110.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2157 | 2.05 | |
| 0.3059 | 2.94 | |
| 0.4156 | 3.95 | |
| 1.3429 | 1.18 | |
| -1.7514 | -1.01 | |
| 0.5713 | 0.50 | |
| -0.6148 | -0.69 | |
| 2.3222 | 2.98 | |
| -4.7031 | -6.62 | |
| 4.8262 | 6.53 | |
| -2.7959 | -2.70 | |
| 0.3164 | 0.33 | |
| 5.0560 | 2.77 |
Estimation Period:
Jan 9, 2007 to Jan 1, 2026
Jan 9, 2007 to Jan 1, 2026
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