BWP Property Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:17.29% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0424 | 22.13 | |
| 0.0969 | 19.43 | |
| 0.8918 | 351.95 | |
| -0.0186 | -2.16 |
Estimation Period:
Sep 16, 1998 to Feb 20, 2026
Sep 16, 1998 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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