COPT Defense Properties Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.90% (+0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7145 | 3.70 | |
| 0.0697 | 8.39 | |
| 0.9054 | 90.24 | |
| -0.2254 | -6.10 | |
| 0.3028 | 5.81 | |
| -0.0518 | -1.53 | |
| -0.0792 | -2.44 | |
| 0.0997 | 3.02 | |
| -0.0613 | -2.07 | |
| 0.0154 | 0.79 |
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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