Simplex Realty Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:56.47% (+3.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3133 | 17.01 | |
| 0.1507 | 11.29 | |
| 0.7474 | 76.82 | |
| -0.0293 | -1.44 |
Estimation Period:
Sep 7, 2009 to Feb 6, 2026
Sep 7, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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