GPT Group/The GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.13% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0229 | 22.06 | |
| 0.0616 | 30.50 | |
| 0.9269 | 452.80 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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