REA Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:48.67% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0441 | 13.51 | |
| 0.0402 | 14.22 | |
| 0.9436 | 579.95 | |
| 0.0208 | 3.67 |
Estimation Period:
Dec 1, 1999 to Feb 13, 2026
Dec 1, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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