Riza Arctium Real Estate FUN GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.12% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0114 | 3.20 | |
| 0.0542 | 7.46 | |
| 0.9549 | 377.15 | |
| -0.0310 | -2.86 |
Estimation Period:
Oct 2, 2019 to Feb 6, 2026
Oct 2, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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