Credit Suisse Real Estate GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:16.94% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0642 | 9.10 | |
| 0.0767 | 7.09 | |
| 0.8636 | 78.75 | |
| 0.0255 | 1.46 |
Estimation Period:
Jul 13, 2020 to Feb 27, 2026
Jul 13, 2020 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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