Community Healthcare Trust Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.59% (+2.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2503 | 16.27 | |
| 0.1191 | 4.87 | |
| 0.8059 | 73.53 | |
| 0.0057 | 0.18 |
Estimation Period:
May 21, 2015 to Feb 6, 2026
May 21, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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