Irish Residential Properties REIT Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.46% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0825 | 11.76 | |
| 0.0822 | 7.25 | |
| 0.8591 | 98.73 | |
| 0.0321 | 1.90 |
Estimation Period:
Apr 16, 2014 to Feb 6, 2026
Apr 16, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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