Alrov Prop & Lodging Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.81% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0146 | 7.49 | |
| 0.0138 | 9.99 | |
| 0.9727 | 736.31 | |
| 0.0211 | 6.45 |
Estimation Period:
Mar 1, 2006 to Feb 6, 2026
Mar 1, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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