Covivio GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.09% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0598 | 20.92 | |
| 0.0627 | 17.74 | |
| 0.9128 | 379.87 | |
| 0.0198 | 3.05 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
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