True North Coml Realest INV GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.23% (+4.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0407 | 14.22 | |
| 0.1495 | 11.19 | |
| 0.8121 | 92.18 | |
| 0.0768 | 4.87 |
Estimation Period:
Sep 3, 2012 to Feb 6, 2026
Sep 3, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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