GPT Group/The GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.50% (+2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0229 | 22.07 | |
| 0.0617 | 30.53 | |
| 0.9268 | 452.78 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Real Estate