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Param	Value	t-stat
ωconst	0.0607	4.35***
αARCH	0.0995	4.40***
βGARCH	0.8628	41.84***
γleverage	0.0263	0.66

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0607	4.35***
α ARCH Response to squared shocks	0.0995	4.40***
β GARCH Volatility persistence	0.8628	41.84***
γ leverage Additional response to negative shocks	0.0263	0.66

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Sunlight Real Estate Investment Trust GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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