Real Estate Split Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:10.68% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5653 | 2.40 | |
| 0.3013 | 4.45 | |
| 0.6294 | 10.35 | |
| -9.2263 | -3.34 | |
| 14.6237 | 3.75 | |
| -10.1220 | -4.47 | |
| 8.0845 | 3.45 | |
| -3.3072 | -1.46 | |
| -2.3025 | -0.98 | |
| 3.4613 | 1.94 |
Estimation Period:
Nov 19, 2020 to Feb 6, 2026
Nov 19, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Real Estate Split Corp Analyses
Other Zero Slope Spline-GARCH Analyses on Closed-end Funds