Fortune Real Estate INV TR GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.48% (+3.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0268 | 14.18 | |
| 0.0641 | 14.73 | |
| 0.8959 | 222.41 | |
| 0.0519 | 5.83 |
Estimation Period:
Apr 20, 2010 to Feb 6, 2026
Apr 20, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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