Dexus Convenience Retail GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.54% (+1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0513 | 13.25 | |
| 0.0973 | 9.75 | |
| 0.8648 | 149.68 | |
| 0.0089 | 0.51 |
Estimation Period:
Jul 27, 2017 to Feb 6, 2026
Jul 27, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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