Koramco The ONE Reit GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:12.92% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1215 | 8.57 | |
| 0.1679 | 11.12 | |
| 0.7020 | 40.60 | |
| 0.1168 | 3.58 |
Estimation Period:
Mar 28, 2022 to Feb 13, 2026
Mar 28, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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