Acadia Realty Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.34% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0433 | 20.08 | |
| 0.0439 | 16.66 | |
| 0.9145 | 382.78 | |
| 0.0577 | 10.69 |
Estimation Period:
May 27, 1993 to Feb 13, 2026
May 27, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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