Real Estate Investment Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.00% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0274 | 6.69 | |
| 0.0897 | 9.35 | |
| 0.8987 | 159.06 | |
| 0.0059 | 0.36 |
Estimation Period:
Feb 2, 2012 to Feb 6, 2026
Feb 2, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Real Estate Investment Fund Analyses
Other GJR-GARCH Analyses on Closed-end Funds