Carindale Property Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.54% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0306 | 17.18 | |
| 0.0598 | 14.91 | |
| 0.9121 | 326.20 | |
| 0.0281 | 3.66 |
Estimation Period:
Jan 11, 2001 to Feb 6, 2026
Jan 11, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Carindale Property Trust Analyses
Other GJR-GARCH Analyses on Real Estate