SA Corporate Real Estate Fund Nominees Pty Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.51% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7713 | 6.69 | |
| 0.1025 | 6.80 | |
| 0.8350 | 32.31 | |
| 0.0802 | 3.84 | |
| -0.1194 | -3.80 | |
| 0.0597 | 2.98 | |
| -0.0022 | -0.12 | |
| -0.0893 | -3.49 |
Estimation Period:
Apr 23, 1996 to Feb 13, 2026
Apr 23, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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