Vastned NV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.19% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2583 | 5.71 | |
| 0.2402 | 7.65 | |
| 0.5832 | 14.89 | |
| -0.0992 | -0.72 | |
| 0.3482 | 1.57 | |
| -0.5109 | -3.62 | |
| 0.4543 | 4.53 | |
| -0.2595 | -2.85 | |
| 0.0226 | 0.27 | |
| 0.1783 | 2.40 | |
| -0.3036 | -3.35 | |
| 0.2437 | 3.68 |
Estimation Period:
Sep 6, 2001 to Feb 6, 2026
Sep 6, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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