COPT Defense Properties MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.28% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0207 | 7.30 | |
| 0.9488 | 455.51 | |
| 0.0526 | 18.07 | |
| 4.0564 | 0.57 | |
| 0.1187 | 0.53 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 1, 1992 to Feb 13, 2026
Jan 1, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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