ICADE GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.27% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0728 | 6.32 | |
| 0.0551 | 9.33 | |
| 0.9215 | 292.55 | |
| 0.0215 | 2.53 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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