abrdn Global Premier Properties Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.25% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0465 | 23.61 | |
| 0.0921 | 16.92 | |
| 0.8369 | 243.35 | |
| 0.1170 | 11.72 |
Estimation Period:
Apr 26, 2007 to Feb 13, 2026
Apr 26, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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