Mastern Premier Reit 1 GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.59% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2110 | 13.64 | |
| 0.2134 | 8.41 | |
| 0.5310 | 27.08 | |
| 0.1692 | 3.43 |
Estimation Period:
May 31, 2022 to Feb 6, 2026
May 31, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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