Real Estate Split Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.19% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5607 | 2.39 | |
| 0.3004 | 4.43 | |
| 0.6293 | 10.28 | |
| -9.2641 | -3.36 | |
| 14.6828 | 3.78 | |
| -10.1494 | -4.49 | |
| 8.0701 | 3.46 | |
| -3.2169 | -1.42 | |
| -2.5469 | -1.04 | |
| 4.2044 | 1.42 |
Estimation Period:
Nov 19, 2020 to Feb 6, 2026
Nov 19, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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