Property & Building Corp Ltd GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:40.40% (+3.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0210 | 12.21 | |
| 0.0343 | 28.55 | |
| 0.9625 | 731.97 |
Estimation Period:
Jan 23, 1995 to Feb 12, 2026
Jan 23, 1995 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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