Financial Street Property Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.00% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1159 | 7.95 | |
| 0.0568 | 6.74 | |
| 0.9243 | 155.24 | |
| -0.0169 | -1.46 |
Estimation Period:
Jul 6, 2020 to Feb 6, 2026
Jul 6, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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