Tritax BIG BOX Reit PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:67.23% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.2499 | 2.45 | |
| 0.0592 | 22.75 | |
| 0.9771 | 111.93 | |
| 2.5718 | 16.21 |
Estimation Period:
Jan 7, 2021 to Feb 13, 2026
Jan 7, 2021 to Feb 13, 2026
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