GPT Group/The EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:25.16% (+1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0103 | 6.95 | |
| 0.1100 | 30.94 | |
| 0.9906 | 1,590.11 | |
| -0.0440 | -11.91 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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