Schroder Immoplus Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:9.12% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2305 | 5.14 | |
| 0.0905 | 9.94 | |
| 0.9040 | 100.95 | |
| 0.0958 | 0.69 | |
| -0.1072 | -0.44 | |
| 0.3675 | 1.84 | |
| -1.4174 | -5.20 | |
| 2.1359 | 3.55 | |
| -1.1255 | -1.69 | |
| -0.3576 | -0.67 | |
| 0.5424 | 1.30 | |
| -0.1520 | -0.64 |
Estimation Period:
Mar 3, 1999 to Feb 6, 2026
Mar 3, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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