NSI NV GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:21.52% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0571 | 17.36 | |
| 0.1089 | 17.67 | |
| 0.8623 | 283.28 | |
| 0.0244 | 2.33 |
Estimation Period:
Apr 3, 1998 to Feb 13, 2026
Apr 3, 1998 to Feb 13, 2026
News Impact Curve
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