Centuria Industrial Reit GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.88% (+0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1162 | 18.33 | |
| 0.1088 | 12.71 | |
| 0.8154 | 138.03 | |
| -0.0012 | -0.08 |
Estimation Period:
May 16, 2013 to Feb 6, 2026
May 16, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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