Reitir Fasteignafelag HF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.66% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5665 | 8.89 | |
| 0.1592 | 4.40 | |
| 0.6336 | 8.24 | |
| 0.0294 | 1.10 | |
| -0.0895 | -2.22 | |
| 0.0765 | 3.35 |
Estimation Period:
Apr 9, 2015 to Feb 6, 2026
Apr 9, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Reitir Fasteignafelag HF Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities