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TR Property Investment Trust PLC - Ordinary Shares Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.46% (-0.30%)
Analysis last updated: Sunday, February 8, 2026 at 03:46 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TR Property Investment Trust PLC - Ordinary Shares SGARCH
paramt-stat
ω0.84565.51
α0.14409.12
β0.763634.92
γ1-0.1748-3.74
γ20.25663.87
γ3-0.1094-3.00
γ40.12233.53
γ5-0.2159-5.98
γ60.16955.33
γ7-0.0644-1.92
γ80.08342.06
γ9-0.2412-3.83
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts