Grand City Properties S.A. GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.70% (+3.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0473 | 15.07 | |
| 0.0495 | 15.43 | |
| 0.9091 | 301.71 | |
| 0.0534 | 7.15 |
Estimation Period:
Jan 10, 2013 to Feb 6, 2026
Jan 10, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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