Starwood European Real Estate Finance Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.52% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0091 | 16.05 | |
| 0.1185 | 14.72 | |
| 0.8754 | 249.96 | |
| 0.0006 | 0.04 |
Estimation Period:
Dec 17, 2012 to Feb 6, 2026
Dec 17, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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