V-Lab: TR Property Investment Trust PLC - Ordinary Shares Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

TR Property Investment Trust PLC - Ordinary Shares Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 11th, 2024:23.68% (-1.14%)

Analysis last updated: Sunday, November 10, 2024 at 04:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8435	5.20
$α$	0.1445	9.15
$β$	0.7721	36.87
$γ_{1}$	-0.1870	-3.60
$γ_{2}$	0.2711	3.72
$γ_{3}$	-0.1154	-2.82
$γ_{4}$	0.1288	3.14
$γ_{5}$	-0.2013	-4.84
$γ_{6}$	0.1276	3.58
$γ_{7}$	-0.0329	-0.89
$γ_{8}$	0.0610	1.74
$γ_{9}$	-0.0888	-3.87

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other TR Property Investment Trust PLC - Ordinary Shares Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH