Argan GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.15% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0701 | 4.52 | |
| 0.0037 | 1.19 | |
| 0.9579 | 154.11 | |
| 0.0341 | 4.15 |
Estimation Period:
Nov 1, 2021 to Feb 6, 2026
Nov 1, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Real Estate