Index Living Mall PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.41% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 3.94 | |
| 0.0155 | 5.54 | |
| 0.9733 | 409.80 | |
| 0.0127 | 2.09 |
Estimation Period:
Jul 26, 2019 to Feb 13, 2026
Jul 26, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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