Credit Suisse Real Estate GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:16.06% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0591 | 8.93 | |
| 0.0706 | 6.74 | |
| 0.8694 | 83.04 | |
| 0.0324 | 1.85 |
Estimation Period:
Jul 13, 2020 to Dec 23, 2025
Jul 13, 2020 to Dec 23, 2025
News Impact Curve
Volatility Forecasts
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