CTO Realty Growth Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.70% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4128 | 4.18 | |
| 0.0901 | 7.95 | |
| 0.8658 | 45.32 | |
| 0.1536 | 2.32 | |
| -0.2190 | -2.05 | |
| 0.1212 | 1.79 | |
| -0.1097 | -2.57 | |
| 0.0871 | 2.43 | |
| -0.0427 | -1.20 | |
| 0.0095 | 0.22 |
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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