Clipper Realty Inc. GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.20% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2452 | 6.78 | |
| 0.0459 | 11.53 | |
| 0.8792 | 115.98 | |
| 0.1066 | 6.10 |
Estimation Period:
Feb 10, 2017 to Feb 6, 2026
Feb 10, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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