Tritax BIG BOX Reit PLC GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:51.71% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2048 | 8.08 | |
| 0.0542 | 13.29 | |
| 0.9206 | 150.76 |
Estimation Period:
Jan 7, 2021 to Feb 13, 2026
Jan 7, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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