REA Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:47.96% (+1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0435 | 13.48 | |
| 0.0397 | 14.22 | |
| 0.9443 | 586.50 | |
| 0.0203 | 3.64 |
Estimation Period:
Dec 1, 1999 to Feb 20, 2026
Dec 1, 1999 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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