Home Reit PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 29th, 2026:50.51% (+1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1399 | 2.86 | |
| 0.0227 | 3.08 | |
| 0.9396 | 94.50 | |
| 0.0205 | 0.94 |
Estimation Period:
Oct 12, 2020 to May 30, 2025
Oct 12, 2020 to May 30, 2025
News Impact Curve
Volatility Forecasts
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