GPT Group/The GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:21.90% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0186 | 16.99 | |
| 0.0238 | 15.10 | |
| 0.9413 | 552.43 | |
| 0.0504 | 12.40 |
Estimation Period:
Jan 1, 1990 to Dec 5, 2025
Jan 1, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
Other GPT Group/The Analyses
Other GJR-GARCH Analyses on Real Estate