FII REC REND Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
12.78%
increased by 0.44%
1 Week
13.75%
increased by 1.41%
1 Month
15.08%
increased by 2.74%
Analysis last updated: Tuesday, June 9, 2026 at 07:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5998 | 4.60 | |
| 0.2104 | 2.73 | |
| 0.6163 | 7.27 | |
| -4.6034 | -2.81 | |
| 6.2779 | 2.31 | |
| -0.7555 | -0.30 | |
| -3.6539 | -1.63 | |
| 6.7575 | 2.54 | |
| -9.1723 | -2.65 | |
| 10.5904 | 3.15 | |
| -9.8803 | -4.36 | |
| 6.1538 | 4.51 |
Estimation Period:
Apr 29, 2019 to Jun 5, 2026
Apr 29, 2019 to Jun 5, 2026
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