Noval Property Real Estate GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.09% (+2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5046 | 8.57 | |
| 0.2514 | 6.68 | |
| 0.3693 | 7.29 | |
| 0.1722 | 1.76 |
Estimation Period:
Jun 5, 2024 to Feb 13, 2026
Jun 5, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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