Premia Real Estate Investment Co SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.04% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0057 | 2.50 | |
| 0.0200 | 10.98 | |
| 0.9732 | 632.76 | |
| 0.0136 | 3.44 |
Estimation Period:
Jan 8, 2008 to Feb 6, 2026
Jan 8, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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