Fibra Prologis GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.47% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0666 | 4.58 | |
| 0.0151 | 5.00 | |
| 0.9072 | 92.86 | |
| 0.1554 | 2.72 |
Estimation Period:
Jun 18, 2014 to Feb 6, 2026
Jun 18, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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