Sirius Real Estate Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.87% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0712 | 8.58 | |
| 0.0195 | 4.18 | |
| 0.9236 | 219.85 | |
| 0.0758 | 5.16 |
Estimation Period:
Mar 7, 2017 to Feb 6, 2026
Mar 7, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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