V-Lab: Region RE Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Region RE Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:16.72% (-0.32%)

Analysis last updated: Sunday, May 11, 2025 at 01:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1785	6.86
$α$	0.0763	3.65
$β$	0.7838	14.23
$γ_{1}$	0.2931	2.82
$γ_{2}$	-0.5705	-3.76
$γ_{3}$	0.6134	5.72
$γ_{4}$	-0.5486	-5.04
$γ_{5}$	0.2366	2.25
$γ_{6}$	-0.0034	-0.05

Estimation Period:
Nov 26, 2012 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts