A Self-Administered Real Estate Investment Trust Inc GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
46.76%
decreased by 3.56%
1 Week
44.94%
decreased by 5.38%
1 Month
44.30%
decreased by 6.02%
Analysis last updated: Tuesday, June 9, 2026 at 09:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8890 | 4.47 | |
| 0.2683 | 6.68 | |
| 0.1846 | 3.14 | |
| -0.1733 | -2.00 |
Estimation Period:
Jul 14, 2011 to Jun 5, 2026
Jul 14, 2011 to Jun 5, 2026
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