Reit 1 Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.14% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0093 | 8.74 | |
| 0.0272 | 12.16 | |
| 0.9569 | 613.80 | |
| 0.0250 | 5.03 |
Estimation Period:
Jan 22, 2007 to Feb 6, 2026
Jan 22, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Real Estate