Realia Business SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.92% (+2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0212 | 6.39 | |
| 0.0422 | 14.11 | |
| 0.9389 | 349.04 | |
| 0.0377 | 4.93 |
Estimation Period:
Jun 6, 2007 to Jan 30, 2026
Jun 6, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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