GLP J-Reit GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.35% (+2.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7787 | 8.65 | |
| 0.0960 | 24.90 | |
| 0.9658 | 228.76 | |
| 5.2834 | 6.73 |
Estimation Period:
Dec 24, 2012 to Feb 13, 2026
Dec 24, 2012 to Feb 13, 2026
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