BWP Property Group Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
15.54%
decreased by 0.34%
1 Week
15.89%
increased by 0.01%
1 Month
17.05%
increased by 1.17%
Analysis last updated: Saturday, June 6, 2026 at 06:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0418 | 22.18 | |
| 0.0950 | 19.32 | |
| 0.8934 | 357.24 | |
| -0.0180 | -2.12 |
Estimation Period:
Sep 16, 1998 to Jun 5, 2026
Sep 16, 1998 to Jun 5, 2026
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