PSP Swiss Property AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.76% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7884 | 6.18 | |
| 0.1148 | 7.39 | |
| 0.7812 | 30.72 | |
| 0.0428 | 0.43 | |
| 0.0295 | 0.16 | |
| -0.2216 | -1.72 | |
| 0.2481 | 3.25 | |
| -0.1583 | -2.99 | |
| 0.1448 | 2.91 | |
| -0.1741 | -3.66 | |
| 0.1245 | 3.68 |
Estimation Period:
Mar 7, 2000 to Feb 6, 2026
Mar 7, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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