RDB Real Estate Construction GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:62.02% (+14.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5900 | 7.67 | |
| 0.2139 | 7.15 | |
| 0.6660 | 29.39 | |
| 0.1202 | 2.63 |
Estimation Period:
Jan 31, 2025 to Feb 13, 2026
Jan 31, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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