Equity Residential GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.26% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0431 | 22.11 | |
| 0.0531 | 18.43 | |
| 0.8967 | 349.33 | |
| 0.0652 | 9.91 |
Estimation Period:
Aug 12, 1993 to Feb 20, 2026
Aug 12, 1993 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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