Sirius Real Estate Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.42% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2692 | 18.60 | |
| 0.0679 | 9.57 | |
| 0.8151 | 120.76 | |
| 0.0608 | 3.32 |
Estimation Period:
Dec 8, 2014 to Feb 13, 2026
Dec 8, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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