COPT Defense Properties EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.78% (+2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0439 | 4.47 | |
| 0.1639 | 13.90 | |
| 0.9763 | 549.74 | |
| -0.0585 | -2.57 |
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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