CTO Realty Growth Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.47% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1580 | 9.65 | |
| 0.0788 | 16.81 | |
| 0.8746 | 182.17 | |
| 0.0236 | 2.32 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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