Dexus Industria Reit GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.84% (+1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0566 | 16.08 | |
| 0.0677 | 10.77 | |
| 0.8897 | 164.10 | |
| 0.0124 | 0.95 |
Estimation Period:
Dec 3, 2013 to Feb 6, 2026
Dec 3, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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