Heliopolis Housing GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:48.02% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3021 | 15.44 | |
| 0.1230 | 23.15 | |
| 0.8388 | 155.21 | |
| 0.0103 | 0.93 |
Estimation Period:
Sep 30, 1996 to Feb 12, 2026
Sep 30, 1996 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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