AEW UK REIT PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.10% (+2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0039 | 12.21 | |
| 0.1220 | 16.45 | |
| 0.8736 | 213.08 | |
| 0.0087 | 0.66 |
Estimation Period:
May 12, 2015 to Feb 6, 2026
May 12, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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