CRE Logistics Reit GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.66% (+1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0288 | 15.56 | |
| 0.0643 | 9.32 | |
| 0.8932 | 224.98 | |
| 0.0541 | 3.58 |
Estimation Period:
Feb 7, 2018 to Feb 6, 2026
Feb 7, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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