Vukile Property Fund Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.13% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0801 | 15.34 | |
| 0.0693 | 14.85 | |
| 0.8783 | 177.93 | |
| 0.0437 | 4.41 |
Estimation Period:
Jun 30, 2004 to Feb 6, 2026
Jun 30, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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