Schroder Immoplus Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:7.47% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1322 | 4.81 | |
| 0.0929 | 10.14 | |
| 0.9026 | 101.20 | |
| 0.1030 | 0.66 | |
| -0.1468 | -0.56 | |
| 0.4331 | 2.04 | |
| -1.5183 | -5.66 | |
| 2.2906 | 3.83 | |
| -1.2454 | -1.85 | |
| -0.3453 | -0.63 | |
| 0.6257 | 1.34 | |
| -0.4013 | -0.98 |
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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