ROI Property Fund Reit Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:196.44% (-2.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3359 | 4.94 | |
| 0.0181 | 2.12 | |
| 0.9692 | 60.90 | |
| 0.9103 | 2.50 | |
| -1.2292 | -1.60 | |
| 0.6341 | 0.88 | |
| -0.6307 | -1.43 | |
| 0.7131 | 1.58 | |
| -0.8093 | -1.26 | |
| 0.6376 | 0.82 | |
| -0.6588 | -0.71 | |
| 1.6394 | 1.20 | |
| -2.0333 | -1.49 |
Estimation Period:
Sep 8, 2008 to Jan 30, 2026
Sep 8, 2008 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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