K-Top Reits Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.52% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0302 | 8.35 | |
| 0.1140 | 11.50 | |
| 0.9195 | 183.42 | |
| -0.0670 | -5.01 |
Estimation Period:
Jan 31, 2012 to Feb 20, 2026
Jan 31, 2012 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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