Vukile Property Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.29% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0778 | 9.44 | |
| 0.0591 | 10.41 | |
| 0.8913 | 106.15 | |
| 0.0486 | 3.41 |
Estimation Period:
Apr 1, 2015 to Feb 13, 2026
Apr 1, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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