El Shams Housing & Urbanizat GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:34.83% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3836 | 20.98 | |
| 0.1088 | 22.53 | |
| 0.8325 | 190.72 | |
| 0.0382 | 4.36 |
Estimation Period:
Nov 9, 1998 to Feb 5, 2026
Nov 9, 1998 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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