BWP Property Group Ltd MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, June 9th, 2026
1 Day
0.20%
decreased by 7.14%
1 Week
0.19%
decreased by 7.15%
1 Month
0.17%
decreased by 7.17%
Analysis last updated: Saturday, June 6, 2026 at 06:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7493 | 7,493,280.00 | |
| 0.0007 | 6,720.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.7608 | 17,607,790.00 | |
| 0.0041 | 40,850.00 | |
| 0.0002 | 2,100.00 |
Estimation Period:
Sep 16, 1998 to Jun 5, 2026
Sep 16, 1998 to Jun 5, 2026
Other BWP Property Group Ltd Analyses
Other MF2-GARCH Analyses on Units