CENTRAL REIT Investment Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:12.00% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0815 | 15.10 | |
| 0.1631 | 10.02 | |
| 0.7328 | 63.67 | |
| 0.0728 | 2.83 |
Estimation Period:
Feb 15, 2018 to Jan 30, 2026
Feb 15, 2018 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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