PRO Real Estate Invstmt TR Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.13% (+2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3792 | 2.12 | |
| 0.1703 | 6.83 | |
| 0.7521 | 25.31 | |
| -3.1039 | -4.70 | |
| 3.8691 | 3.91 | |
| -1.2080 | -1.86 | |
| 0.7814 | 1.52 | |
| -0.2898 | -0.60 | |
| 0.1019 | 0.19 | |
| -0.2817 | -0.50 | |
| 0.2452 | 0.44 | |
| -0.2881 | -0.49 | |
| -0.3050 | -0.39 |
Estimation Period:
Nov 2, 2011 to Feb 6, 2026
Nov 2, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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