GLP J-Reit EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.48% (+0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0277 | 12.20 | |
| 0.2057 | 24.44 | |
| 0.9635 | 454.91 | |
| -0.0404 | -4.48 |
Estimation Period:
Dec 24, 2012 to Feb 6, 2026
Dec 24, 2012 to Feb 6, 2026
News Impact Curve
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