COPT Defense Properties AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.79% (+0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0014 | 0.55 | |
| 0.0616 | 37.52 | |
| 0.9314 | 530.40 | |
| 0.7385 | 20.49 |
Estimation Period:
Jan 1, 1992 to Feb 6, 2026
Jan 1, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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