Capitaland Ascendas Reit GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.97% (+6.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0180 | 15.00 | |
| 0.0605 | 17.85 | |
| 0.9337 | 411.68 | |
| -0.0064 | -1.21 |
Estimation Period:
Nov 18, 2002 to Feb 6, 2026
Nov 18, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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