American Assets Trust Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.53% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0453 | 14.41 | |
| 0.0312 | 10.62 | |
| 0.9120 | 316.02 | |
| 0.0811 | 8.56 |
Estimation Period:
Jan 13, 2011 to Feb 6, 2026
Jan 13, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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