Value and Indexed Property Income Trust Inc Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.92% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3892 | 5.71 | |
| 0.1501 | 6.92 | |
| 0.7323 | 18.79 | |
| -0.7401 | -5.12 | |
| 0.8115 | 3.81 | |
| -0.0324 | -0.24 | |
| 0.0613 | 0.51 | |
| -0.2547 | -2.05 | |
| 0.4239 | 2.84 | |
| -0.6272 | -4.12 | |
| 0.6156 | 3.91 | |
| -0.3202 | -1.30 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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