Fonds Immobilier Romand GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.65% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0889 | 11.04 | |
| 0.1797 | 14.07 | |
| 0.7396 | 54.65 | |
| -0.0399 | -1.73 |
Estimation Period:
Sep 13, 2013 to Feb 6, 2026
Sep 13, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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