GLP J-Reit Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.60% (+3.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5387 | 8.09 | |
| 0.1224 | 5.65 | |
| 0.7876 | 25.80 | |
| 0.0512 | 4.67 | |
| -0.0926 | -4.59 |
Estimation Period:
Dec 24, 2012 to Feb 13, 2026
Dec 24, 2012 to Feb 13, 2026
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