Centuria Office Reit GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:23.61% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0142 | 7.86 | |
| 0.0290 | 8.41 | |
| 0.9518 | 271.94 | |
| 0.0252 | 3.41 |
Estimation Period:
Dec 10, 2014 to Feb 13, 2026
Dec 10, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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