Digico Infrastructure Reit GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:49.29% (+0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7378 | 4.27 | |
| 0.0239 | 1.12 | |
| 0.7581 | 19.34 | |
| 0.0852 | 1.82 |
Estimation Period:
Dec 13, 2024 to Feb 13, 2026
Dec 13, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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