GPT Group/The EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.83% (+2.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0103 | 6.95 | |
| 0.1101 | 30.95 | |
| 0.9906 | 1,587.54 | |
| -0.0442 | -11.93 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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