Cshg Real Estate GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.52% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1113 | 20.01 | |
| 0.1400 | 11.88 | |
| 0.7869 | 108.50 | |
| -0.0136 | -0.71 |
Estimation Period:
Oct 12, 2011 to Feb 6, 2026
Oct 12, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Cshg Real Estate Analyses
Other GJR-GARCH Analyses on Closed-end Funds