Real Estate Credit Investments Ltd/Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.23% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0069 | 10.73 | |
| 0.0277 | 8.38 | |
| 0.9373 | 236.99 | |
| 0.0695 | 6.49 |
Estimation Period:
Sep 20, 2010 to Feb 6, 2026
Sep 20, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Real Estate Credit Investments Ltd/Fund Analyses
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