E Kocref Cr-Reit GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:13.36% (+0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0413 | 14.30 | |
| 0.1872 | 12.70 | |
| 0.7785 | 86.85 | |
| 0.0132 | 0.57 |
Estimation Period:
Jun 27, 2018 to Feb 13, 2026
Jun 27, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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