Property & Building Corp Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:37.59% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0228 | 10.14 | |
| 0.0216 | 15.82 | |
| 0.9628 | 688.70 | |
| 0.0247 | 8.59 |
Estimation Period:
Jan 23, 1995 to Feb 13, 2026
Jan 23, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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