Rural Funds Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.30% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9855 | 8.23 | |
| 0.0977 | 5.08 | |
| 0.8033 | 18.75 | |
| 0.0686 | 2.07 | |
| -0.1339 | -2.46 | |
| 0.0949 | 2.78 |
Estimation Period:
Feb 14, 2014 to Feb 6, 2026
Feb 14, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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