Charter Hall Retail Reit GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.88% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0228 | 20.39 | |
| 0.0541 | 12.71 | |
| 0.9320 | 418.13 | |
| 0.0040 | 0.59 |
Estimation Period:
Jun 15, 1998 to Feb 6, 2026
Jun 15, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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