Real Estate Split Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.97% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2675 | 3.77 | |
| 0.1304 | 15.84 | |
| 0.9528 | 83.96 | |
| 3.4307 | 9.20 |
Estimation Period:
Nov 19, 2020 to Feb 6, 2026
Nov 19, 2020 to Feb 6, 2026
Other Real Estate Split Corp Analyses
Other GAS-GARCH Student T Analyses on Closed-end Funds