PSP Swiss Property AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.34% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0327 | 6.44 | |
| 0.0305 | 11.73 | |
| 0.9402 | 190.14 | |
| 0.0155 | 2.91 |
Estimation Period:
Oct 9, 2007 to Feb 6, 2026
Oct 9, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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