Dream Industrial Reit GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.79% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0723 | 15.18 | |
| 0.0304 | 7.99 | |
| 0.8745 | 169.35 | |
| 0.0841 | 7.66 |
Estimation Period:
Oct 4, 2012 to Feb 6, 2026
Oct 4, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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