Vastned NV Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.53% (+2.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2402 | 5.67 | |
| 0.2408 | 7.65 | |
| 0.5827 | 14.81 | |
| -0.1121 | -0.81 | |
| 0.3705 | 1.68 | |
| -0.5291 | -3.76 | |
| 0.4710 | 4.70 | |
| -0.2735 | -3.01 | |
| 0.0336 | 0.40 | |
| 0.1675 | 2.18 | |
| -0.2855 | -2.64 | |
| 0.1988 | 1.35 |
Estimation Period:
Sep 6, 2001 to Feb 6, 2026
Sep 6, 2001 to Feb 6, 2026
News Impact Curve
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