COPT Defense Properties GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.35% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6196 | 10.98 | |
| 0.0685 | 45.56 | |
| 0.9908 | 979.08 | |
| 6.7404 | 12.86 |
Estimation Period:
Jan 1, 1992 to Feb 13, 2026
Jan 1, 1992 to Feb 13, 2026
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