Canadian NET Real ES IN Trst GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.55% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0040 | 1.82 | |
| 0.0131 | 4.81 | |
| 0.9818 | 973.97 | |
| 0.0102 | 1.68 |
Estimation Period:
May 29, 2007 to Feb 6, 2026
May 29, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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