CTO Realty Growth Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.38% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1091 | 17.60 | |
| 0.6605 | 18.42 | |
| 0.0494 | 6.30 | |
| 0.0962 | 3.05 | |
| 0.0346 | 1.58 | |
| 0.9401 | 30.91 |
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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