Prosperity Real Estate INV GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.03% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0313 | 16.88 | |
| 0.0670 | 7.94 | |
| 0.8941 | 191.79 | |
| 0.0542 | 3.85 |
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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