Precinct Properties Group GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
22.71%
increased by 0.24%
1 Week
22.70%
increased by 0.23%
1 Month
22.68%
increased by 0.21%
Analysis last updated: Tuesday, June 9, 2026 at 08:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0189 | 15.43 | |
| 0.0439 | 18.24 | |
| 0.9323 | 434.86 | |
| 0.0285 | 5.16 |
Estimation Period:
Dec 18, 1997 to Jun 5, 2026
Dec 18, 1997 to Jun 5, 2026
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