Logistri Fastighets AB GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 1st, 2025:20.90% (-2.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5357 | 10.27 | |
| 0.2412 | 8.30 | |
| 0.5363 | 16.64 | |
| 0.0145 | 0.30 |
Estimation Period:
May 13, 2021 to Jun 27, 2025
May 13, 2021 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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