Areit Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:18.11% (-2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3042 | 13.29 | |
| 0.2139 | 10.95 | |
| 0.6137 | 29.94 | |
| 0.1774 | 4.07 |
Estimation Period:
Aug 13, 2020 to Feb 16, 2026
Aug 13, 2020 to Feb 16, 2026
News Impact Curve
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