Bait Vegag Real Estate GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.24% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0470 | 3.47 | |
| 0.0096 | 4.75 | |
| 0.9711 | 294.28 | |
| 0.0219 | 3.58 |
Estimation Period:
Mar 24, 2022 to Feb 6, 2026
Mar 24, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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