Prozone Realty Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:49.87% (-3.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 18.81 | |
| 0.2243 | 13.74 | |
| 0.3728 | 14.28 | |
| -0.0872 | -3.58 |
Estimation Period:
Sep 12, 2012 to Feb 13, 2026
Sep 12, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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