Schroder Real Estate Investment Trust Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.70% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4443 | 5.17 | |
| 0.1411 | 5.07 | |
| 0.7613 | 19.35 | |
| -0.4958 | -7.76 | |
| 0.6183 | 6.66 | |
| -0.1007 | -1.67 | |
| 0.0440 | 0.84 | |
| -0.1511 | -2.78 | |
| 0.0806 | 0.86 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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