Nexus Select Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.20% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0275 | 24.62 | |
| 0.0238 | 1.52 | |
| 0.0000 | 0.00 | |
| 0.2056 | 3.74 |
Estimation Period:
May 18, 2023 to Feb 6, 2026
May 18, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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