GPT Group/The GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.46% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0229 | 22.07 | |
| 0.0615 | 30.54 | |
| 0.9270 | 453.73 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Real Estate