Premia Real Estate Investment Co SA Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.63% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5523 | 4.99 | |
| 0.1392 | 7.09 | |
| 0.7298 | 17.85 | |
| 0.1255 | 1.00 | |
| -0.0216 | -0.12 | |
| -0.4202 | -3.50 | |
| 0.5516 | 4.82 | |
| -0.4110 | -3.28 | |
| 0.0368 | 0.24 | |
| 0.3738 | 2.13 | |
| -0.3256 | -1.55 |
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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