Mori Hills Reit INV Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.17% (+1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0172 | 11.35 | |
| 0.0642 | 8.58 | |
| 0.9168 | 210.27 | |
| 0.0356 | 3.38 |
Estimation Period:
Nov 30, 2006 to Feb 13, 2026
Nov 30, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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