Property Data Bank GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:59.87% (+10.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3894 | 8.51 | |
| 0.1123 | 13.26 | |
| 0.7721 | 43.02 |
Estimation Period:
Jun 27, 2018 to Feb 13, 2026
Jun 27, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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