SA Corporate Real Estate Fund Nominees Pty Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.33% (+1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5780 | 5.50 | |
| 0.1008 | 6.29 | |
| 0.8305 | 27.63 | |
| 0.0441 | 0.74 | |
| 0.0234 | 0.26 | |
| -0.1568 | -2.44 | |
| 0.1409 | 2.56 | |
| -0.0771 | -1.42 | |
| 0.1073 | 1.93 | |
| -0.1881 | -3.87 | |
| 0.1482 | 4.95 |
Estimation Period:
Apr 23, 1996 to Feb 6, 2026
Apr 23, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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