Global ONE Real Estate INV GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.34% (+1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0449 | 18.94 | |
| 0.0892 | 19.05 | |
| 0.8700 | 224.97 | |
| 0.0552 | 6.22 |
Estimation Period:
Feb 27, 2004 to Feb 13, 2026
Feb 27, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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