BWP Property Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.87% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0426 | 22.07 | |
| 0.0979 | 19.51 | |
| 0.8911 | 349.88 | |
| -0.0195 | -2.25 |
Estimation Period:
Sep 16, 1998 to Feb 6, 2026
Sep 16, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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