Picton Property Income Ltd/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.15% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0419 | 11.57 | |
| 0.0606 | 15.07 | |
| 0.8830 | 318.07 | |
| 0.0877 | 8.42 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Picton Property Income Ltd/The Analyses
Other GJR-GARCH Analyses on Real Estate