Cofinimmo SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:17.47% (+0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0302 | 19.00 | |
| 0.0818 | 16.97 | |
| 0.8857 | 303.85 | |
| 0.0298 | 3.57 |
Estimation Period:
Dec 16, 1994 to Feb 20, 2026
Dec 16, 1994 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Real Estate