PRO Real Estate Invstmt TR GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.69% (+0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0545 | 4.28 | |
| 0.0404 | 4.36 | |
| 0.9137 | 206.85 | |
| 0.0613 | 2.79 |
Estimation Period:
Nov 2, 2011 to Feb 6, 2026
Nov 2, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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