Schroder Immoplus GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:8.57% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 5.24 | |
| 0.0605 | 4.44 | |
| 0.9495 | 260.42 | |
| -0.0200 | -0.75 |
Estimation Period:
Mar 3, 1999 to Feb 6, 2026
Mar 3, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Schroder Immoplus Analyses
Other GJR-GARCH Analyses on Closed-end Funds