Hyprop Investments GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.37% (+3.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1884 | 20.98 | |
| 0.2601 | 8.24 | |
| 0.0832 | 2.74 | |
| 0.1439 | 1.49 |
Estimation Period:
May 12, 2023 to Feb 6, 2026
May 12, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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