Eurocommercial Properties NV GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.23% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0813 | 11.73 | |
| 0.0510 | 9.79 | |
| 0.8998 | 223.16 | |
| 0.0527 | 5.28 |
Estimation Period:
Apr 7, 2010 to Feb 6, 2026
Apr 7, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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