ROI Property Fund Reit GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:18.83% (-231.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2346 | 2.08 | |
| 0.0548 | 0.90 | |
| 0.0000 | 0.00 | |
| 0.0034 | 0.05 |
Estimation Period:
Sep 8, 2008 to Jan 30, 2026
Sep 8, 2008 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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