Reit 1 Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.54% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5898 | 4.88 | |
| 0.0580 | 5.22 | |
| 0.8897 | 41.04 | |
| -0.6911 | -4.41 | |
| 0.8879 | 3.76 | |
| -0.3288 | -1.91 | |
| 0.3949 | 2.20 | |
| -0.5059 | -3.05 | |
| 0.4487 | 3.17 | |
| -0.3001 | -2.34 | |
| 0.1327 | 1.11 | |
| -0.0998 | -0.71 | |
| 0.1121 | 0.65 |
Estimation Period:
Jan 22, 2007 to Feb 6, 2026
Jan 22, 2007 to Feb 6, 2026
News Impact Curve
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