Retail Estates SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.04% (+0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2522 | 5.80 | |
| 0.1555 | 7.93 | |
| 0.7473 | 26.00 | |
| 0.0350 | 0.55 | |
| 0.0482 | 0.45 | |
| -0.1712 | -1.85 | |
| 0.1379 | 1.77 | |
| -0.1091 | -1.72 | |
| 0.1757 | 2.99 | |
| -0.2309 | -3.86 | |
| 0.1527 | 3.17 |
Estimation Period:
Jan 12, 2001 to Feb 6, 2026
Jan 12, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Retail Estates SA Analyses
Other Zero Slope Spline-GARCH Analyses on Real Estate