GPT Group/The GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.46% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0229 | 22.06 | |
| 0.0616 | 30.53 | |
| 0.9269 | 453.49 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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