Wereldhave Belgium NV GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.09% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2462 | 15.63 | |
| 0.1823 | 20.24 | |
| 0.7269 | 75.83 | |
| 0.0444 | 1.85 |
Estimation Period:
Jun 18, 1998 to Feb 6, 2026
Jun 18, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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