Esr-Reit Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
23.52%
decreased by 1.06%
1 Week
28.97%
increased by 4.39%
1 Month
35.37%
increased by 10.79%
Analysis last updated: Friday, June 12, 2026 at 07:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6576 | 3.39 | |
| 0.3543 | 2.52 | |
| 0.4628 | 5.48 | |
| -0.7159 | -2.44 | |
| 0.9035 | 2.33 |
Estimation Period:
Mar 29, 2022 to Jun 5, 2026
Mar 29, 2022 to Jun 5, 2026
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