SF Real Estate Investment GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.16% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0478 | 7.76 | |
| 0.0986 | 6.65 | |
| 0.8900 | 108.12 | |
| -0.0171 | -0.94 |
Estimation Period:
May 17, 2021 to Feb 6, 2026
May 17, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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