Jadwa Reit AL Hara GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.69% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0371 | 16.61 | |
| 0.1515 | 12.43 | |
| 0.8664 | 171.23 | |
| -0.0844 | -4.93 |
Estimation Period:
May 2, 2017 to Feb 5, 2026
May 2, 2017 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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