Fiducial Real Estate SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.03% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0059 | 8.91 | |
| 0.0327 | 12.86 | |
| 0.9662 | 536.51 | |
| 0.0022 | 0.50 |
Estimation Period:
Sep 21, 1990 to Feb 6, 2026
Sep 21, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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