Saul Centers Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
22.76%
increased by 0.92%
1 Week
22.94%
increased by 1.10%
1 Month
23.56%
increased by 1.72%
Analysis last updated: Tuesday, June 9, 2026 at 09:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0541 | 18.99 | |
| 0.0413 | 16.68 | |
| 0.9227 | 431.97 | |
| 0.0355 | 6.07 |
Estimation Period:
Aug 19, 1993 to Jun 5, 2026
Aug 19, 1993 to Jun 5, 2026
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