Equity Residential GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:24.58% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0431 | 22.11 | |
| 0.0532 | 18.46 | |
| 0.8967 | 349.44 | |
| 0.0653 | 9.92 |
Estimation Period:
Aug 12, 1993 to Feb 13, 2026
Aug 12, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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