Igis Value Plus Reit Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:13.89% (+0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0756 | 10.11 | |
| 0.1326 | 7.07 | |
| 0.8259 | 81.41 | |
| -0.0328 | -1.29 |
Estimation Period:
Jul 16, 2020 to Feb 13, 2026
Jul 16, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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