Precinct Properties Group GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:18.11% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0180 | 15.05 | |
| 0.0429 | 18.01 | |
| 0.9343 | 437.39 | |
| 0.0275 | 5.00 |
Estimation Period:
Dec 18, 1997 to Dec 12, 2025
Dec 18, 1997 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
Other Precinct Properties Group Analyses
Other GJR-GARCH Analyses on Units