Link REIT GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.50% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0967 | 19.53 | |
| 0.0783 | 15.01 | |
| 0.8573 | 179.47 | |
| 0.0412 | 4.01 |
Estimation Period:
Nov 25, 2005 to Feb 6, 2026
Nov 25, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Real Estate