Retail Estates SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.88% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0923 | 22.80 | |
| 0.1227 | 18.02 | |
| 0.7896 | 148.50 | |
| 0.0893 | 6.97 |
Estimation Period:
Jan 12, 2001 to Feb 6, 2026
Jan 12, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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