Oasis Crescent Property Fund Pty Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.02% (+3.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0425 | 9.13 | |
| 0.2213 | 5.49 | |
| 0.8250 | 122.90 | |
| -0.0926 | -1.60 |
Estimation Period:
Nov 23, 2005 to Feb 6, 2026
Nov 23, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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