Yuexiu Real Estate Investment Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.25% (+0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0462 | 15.77 | |
| 0.0915 | 13.53 | |
| 0.8644 | 177.50 | |
| 0.0519 | 4.75 |
Estimation Period:
Dec 21, 2005 to Feb 13, 2026
Dec 21, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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