Fiducial Real Estate SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:14.68% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0058 | 8.89 | |
| 0.0326 | 12.86 | |
| 0.9663 | 536.82 | |
| 0.0022 | 0.51 |
Estimation Period:
Sep 21, 1990 to Feb 27, 2026
Sep 21, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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