Premia Real Estate Investment Co SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.28% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5481 | 4.95 | |
| 0.1391 | 7.11 | |
| 0.7293 | 17.76 | |
| 0.1204 | 0.96 | |
| -0.0155 | -0.08 | |
| -0.4208 | -3.51 | |
| 0.5517 | 4.84 | |
| -0.4157 | -3.37 | |
| 0.0540 | 0.38 | |
| 0.3262 | 2.23 | |
| -0.1891 | -1.91 |
Estimation Period:
Jan 8, 2008 to Feb 6, 2026
Jan 8, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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