Esr-Reit Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:9.05% (-1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2296 | 4.18 | |
| 0.3682 | 2.37 | |
| 0.0000 | 0.00 | |
| 24.7088 | 3.89 | |
| -36.8785 | -3.71 | |
| 21.2527 | 2.74 | |
| -17.2290 | -2.00 | |
| 8.1146 | 0.87 | |
| 11.8884 | 1.07 | |
| -33.2440 | -2.26 | |
| 42.1317 | 2.44 | |
| -50.4622 | -1.68 |
Estimation Period:
Mar 29, 2022 to Feb 6, 2026
Mar 29, 2022 to Feb 6, 2026
News Impact Curve
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