FII REC REND GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
15.35%
increased by 0.45%
1 Week
16.69%
increased by 1.79%
1 Month
19.93%
increased by 5.03%
Analysis last updated: Tuesday, June 9, 2026 at 07:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1453 | 7.93 | |
| 0.2185 | 12.39 | |
| 0.7750 | 48.10 | |
| -0.1043 | -3.73 |
Estimation Period:
Apr 29, 2019 to Jun 5, 2026
Apr 29, 2019 to Jun 5, 2026
Other GJR-GARCH Analyses on Real Estate