K-Top Reits Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:11.01% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0309 | 8.49 | |
| 0.1140 | 11.38 | |
| 0.9185 | 176.68 | |
| -0.0651 | -4.74 |
Estimation Period:
Jan 31, 2012 to Dec 5, 2025
Jan 31, 2012 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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