Hyprop Investments Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.83% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0905 | 16.26 | |
| 0.0830 | 13.12 | |
| 0.8847 | 237.52 | |
| 0.0136 | 1.19 |
Estimation Period:
Jan 26, 1990 to Feb 6, 2026
Jan 26, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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