Nexus Industrial Reit GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.38% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0043 | 3.53 | |
| 0.0370 | 7.51 | |
| 0.9595 | 237.26 | |
| 0.0070 | 0.67 |
Estimation Period:
Nov 27, 2012 to Feb 13, 2026
Nov 27, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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