COPT Defense Properties GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.63% (+1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0278 | 8.74 | |
| 0.0311 | 9.87 | |
| 0.9339 | 499.41 | |
| 0.0601 | 8.67 |
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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