Origin Property PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.77% (+1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3745 | 11.95 | |
| 0.0804 | 10.83 | |
| 0.8516 | 127.42 | |
| 0.0272 | 1.87 |
Estimation Period:
Oct 7, 2015 to Feb 6, 2026
Oct 7, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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