Eurocommercial Properties NV GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.41% (+3.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 16.74 | |
| 0.0494 | 14.84 | |
| 0.9321 | 427.38 | |
| 0.0153 | 2.91 |
Estimation Period:
Nov 20, 1991 to Feb 6, 2026
Nov 20, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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