Igis Residence Reit Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:10.59% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0281 | 12.19 | |
| 0.0857 | 8.81 | |
| 0.8539 | 101.30 | |
| 0.0200 | 1.42 |
Estimation Period:
Aug 5, 2020 to Jan 30, 2026
Aug 5, 2020 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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