Ingenia Communities Group GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.84% (+2.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0264 | 9.98 | |
| 0.0505 | 15.57 | |
| 0.9287 | 383.29 | |
| 0.0416 | 6.46 |
Estimation Period:
Nov 29, 2004 to Feb 6, 2026
Nov 29, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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