Groupe Realites AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:346.92% (-21.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0558 | 8.23 | |
| 0.1339 | 22.07 | |
| 0.8845 | 201.54 | |
| 0.2463 | 3.60 |
Estimation Period:
May 12, 2014 to Jan 30, 2026
May 12, 2014 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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