Property Data Bank GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:54.06% (-3.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3647 | 9.36 | |
| 0.0755 | 7.73 | |
| 0.7671 | 47.59 | |
| 0.0988 | 4.75 |
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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