Frontier Real Estate Invt GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:12.37% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0227 | 9.92 | |
| 0.0771 | 16.85 | |
| 0.9052 | 204.90 | |
| 0.0281 | 2.73 |
Estimation Period:
Aug 24, 2004 to Feb 13, 2026
Aug 24, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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