Freehold Royalties Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.80% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0342 | 12.08 | |
| 0.0340 | 16.71 | |
| 0.9295 | 425.58 | |
| 0.0605 | 9.71 |
Estimation Period:
Feb 20, 1997 to Feb 6, 2026
Feb 20, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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