GLP J-Reit GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.76% (+1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0634 | 18.44 | |
| 0.0731 | 10.68 | |
| 0.8588 | 166.88 | |
| 0.0641 | 4.47 |
Estimation Period:
Dec 24, 2012 to Feb 13, 2026
Dec 24, 2012 to Feb 13, 2026
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