Premier Fund Reit GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, May 27th, 2026
1 Day
58.89%
decreased by 25.67%
1 Week
46.72%
decreased by 37.84%
1 Month
33.44%
decreased by 51.12%
Analysis last updated: Wednesday, May 27, 2026 at 08:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8953 | 3.20 | |
| 0.1090 | 2.61 | |
| 0.4534 | 6.70 | |
| 0.2365 | 1.37 |
Estimation Period:
Jan 9, 2007 to Mar 27, 2026
Jan 9, 2007 to Mar 27, 2026
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