Log Commercial Properties GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:35.21% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1446 | 12.72 | |
| 0.0374 | 9.33 | |
| 0.9208 | 211.06 | |
| 0.0430 | 4.64 |
Estimation Period:
Dec 21, 2018 to Jan 30, 2026
Dec 21, 2018 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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