European Residential Reit GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.95% (+1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8919 | 23.00 | |
| 0.1209 | 6.08 | |
| 0.5440 | 43.41 | |
| 0.2585 | 2.20 |
Estimation Period:
Apr 3, 2019 to Feb 6, 2026
Apr 3, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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