Eldeco Housing GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:59.74% (-2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7938 | 12.08 | |
| 0.0596 | 12.23 | |
| 0.8467 | 103.61 | |
| 0.0558 | 4.85 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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