PRO Real Estate Invstmt TR Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.74% (+3.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3882 | 2.15 | |
| 0.1712 | 6.85 | |
| 0.7509 | 25.23 | |
| -3.0333 | -4.59 | |
| 3.7561 | 3.79 | |
| -1.1369 | -1.75 | |
| 0.7333 | 1.43 | |
| -0.2572 | -0.54 | |
| 0.0948 | 0.18 | |
| -0.3408 | -0.61 | |
| 0.4270 | 0.80 | |
| -0.6856 | -1.36 | |
| 0.6681 | 2.06 |
Estimation Period:
Nov 2, 2011 to Feb 13, 2026
Nov 2, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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