ROI Property Fund Reit Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:445.56% (-137.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8859 | 5.40 | |
| 0.1875 | 4.15 | |
| 0.5714 | 4.59 | |
| 0.3520 | 1.74 | |
| -0.3417 | -0.78 | |
| -0.0103 | -0.02 | |
| -0.0943 | -0.21 | |
| 0.2646 | 0.68 | |
| -0.5604 | -1.50 | |
| 0.9823 | 2.54 | |
| -1.6775 | -3.71 | |
| 4.1245 | 4.59 |
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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