Gulf Canadian Real Estate GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:52.30% (-3.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2985 | 14.34 | |
| 0.1358 | 17.87 | |
| 0.8372 | 169.45 | |
| 0.0301 | 2.23 |
Estimation Period:
Jan 14, 2008 to Feb 12, 2026
Jan 14, 2008 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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