NSI NV GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:17.47% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0573 | 17.32 | |
| 0.1089 | 17.61 | |
| 0.8618 | 281.64 | |
| 0.0250 | 2.38 |
Estimation Period:
Apr 3, 1998 to Jan 30, 2026
Apr 3, 1998 to Jan 30, 2026
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