Schroder Real Estate Investment Trust Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.87% (+1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0195 | 7.85 | |
| 0.0177 | 9.29 | |
| 0.9320 | 428.90 | |
| 0.0969 | 14.92 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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