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TR Property Investment Trust PLC - Ordinary Shares Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:19.90% (+2.63%)
Analysis last updated: Sunday, March 1, 2026 at 01:46 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TR Property Investment Trust PLC - Ordinary Shares S0GARCH
paramt-stat
ω0.90765.38
α0.14039.38
β0.784940.90
γ1-0.1613-3.30
γ20.23373.36
γ3-0.0905-2.34
γ40.10162.80
γ5-0.1920-5.10
γ60.14024.18
γ7-0.0179-0.52
γ8-0.0110-0.31
γ9-0.0127-0.55
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Impact of return on volatility tomorrow
Volatility Forecasts