CT Real Estate Investment TR GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.63% (+1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0503 | 13.31 | |
| 0.0258 | 7.38 | |
| 0.8895 | 176.11 | |
| 0.0876 | 10.00 |
Estimation Period:
Oct 23, 2013 to Feb 6, 2026
Oct 23, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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