Property for Industry Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.03% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 17.99 | |
| 0.0349 | 13.70 | |
| 0.9311 | 501.39 | |
| 0.0463 | 8.14 |
Estimation Period:
Dec 12, 1994 to Feb 5, 2026
Dec 12, 1994 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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