Covivio GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.49% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0271 | 8.91 | |
| 0.0347 | 8.93 | |
| 0.9361 | 302.44 | |
| 0.0379 | 4.90 |
Estimation Period:
Sep 6, 2010 to Feb 6, 2026
Sep 6, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Real Estate