Morguard N Amer RES RE TR GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.75% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 12.58 | |
| 0.0404 | 11.07 | |
| 0.9106 | 229.30 | |
| 0.0535 | 6.40 |
Estimation Period:
Apr 18, 2012 to Feb 13, 2026
Apr 18, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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