COPT Defense Properties GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.18% (+0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0294 | 12.94 | |
| 0.0662 | 39.56 | |
| 0.9278 | 506.74 |
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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