K-Top Reits Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:12.42% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0303 | 8.36 | |
| 0.1141 | 11.50 | |
| 0.9194 | 183.15 | |
| -0.0670 | -5.01 |
Estimation Period:
Jan 31, 2012 to Feb 13, 2026
Jan 31, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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