JR Global Reit GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.64% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0065 | 3.36 | |
| 0.0305 | 3.04 | |
| 0.9545 | 161.34 | |
| 0.0301 | 2.45 |
Estimation Period:
Aug 7, 2020 to Feb 6, 2026
Aug 7, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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