V-Lab: Region RE Ltd GJR-GARCH Volatility Analysis

V-Lab

Region RE Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:15.05% (-0.22%)

Analysis last updated: Sunday, May 11, 2025 at 01:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0263	11.83
$α$	0.0327	8.67
$β$	0.9422	282.02
$γ$	0.0180	1.87

Estimation Period:
Nov 26, 2012 to May 9, 2025

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Volatility Forecasts

Volatility Forecasts