Social Housing Reit PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.97% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0033 | 5.19 | |
| 0.0302 | 10.29 | |
| 0.9463 | 315.13 | |
| 0.0469 | 6.05 |
Estimation Period:
Aug 8, 2017 to Feb 13, 2026
Aug 8, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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