Cbre GBL Real EST Incm Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.81% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0399 | 20.65 | |
| 0.0889 | 17.07 | |
| 0.8517 | 223.42 | |
| 0.0999 | 10.08 |
Estimation Period:
Feb 25, 2004 to Feb 6, 2026
Feb 25, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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