NSI NV GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.35% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0569 | 17.36 | |
| 0.1085 | 17.68 | |
| 0.8628 | 284.57 | |
| 0.0239 | 2.29 |
Estimation Period:
Apr 3, 1998 to Feb 20, 2026
Apr 3, 1998 to Feb 20, 2026
News Impact Curve
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