Property Data Bank GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:56.52% (-3.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 14.1188 | 2.66 | |
| 0.0927 | 13.01 | |
| 0.9667 | 77.73 | |
| 3.4118 | 6.93 |
Estimation Period:
Jun 27, 2018 to Feb 13, 2026
Jun 27, 2018 to Feb 13, 2026
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