First Capital Real Estate Investment Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.28% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0144 | 15.43 | |
| 0.0400 | 16.78 | |
| 0.9382 | 578.77 | |
| 0.0338 | 6.55 |
Estimation Period:
Mar 29, 1994 to Feb 6, 2026
Mar 29, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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