GLP J-Reit AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.87% (+1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0640 | 16.76 | |
| 0.1107 | 25.30 | |
| 0.8461 | 174.46 | |
| 0.2893 | 8.65 |
Estimation Period:
Dec 24, 2012 to Feb 6, 2026
Dec 24, 2012 to Feb 6, 2026
News Impact Curve
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