PSP Swiss Property AG Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.25% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8431 | 6.99 | |
| 0.1105 | 7.78 | |
| 0.8169 | 39.73 | |
| 0.0694 | 3.28 | |
| -0.1258 | -4.66 | |
| 0.0799 | 3.82 | |
| -0.0137 | -0.62 | |
| -0.0557 | -1.69 |
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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