CareTrust REIT Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.00% (-1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1042 | 16.38 | |
| 0.0685 | 6.00 | |
| 0.8684 | 159.99 | |
| 0.0755 | 4.39 |
Estimation Period:
May 29, 2014 to Feb 6, 2026
May 29, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other CareTrust REIT Inc Analyses
Other GJR-GARCH Analyses on Real Estate