Tritax BIG BOX Reit PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:52.88% (-2.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4170 | 7.19 | |
| 0.1215 | 7.63 | |
| 0.8645 | 80.89 | |
| -0.0784 | -3.18 |
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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