V-Lab
V-Lab
RPT Realty GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 2nd, 2024:29.15% (+2.86%)
Analysis last updated: Friday, December 29, 2023 at 11:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of RPT Realty GJR-GARCH
paramt-stat
ω0.055321.73
α0.042317.24
β0.9043415.59
γ0.087215.08
Estimation Period:
Jan 2, 1990 to Dec 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts