Dream Office Real Estate Investment Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.44% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0316 | 13.07 | |
| 0.0493 | 14.89 | |
| 0.9081 | 337.58 | |
| 0.0852 | 11.03 |
Estimation Period:
Dec 4, 1995 to Feb 6, 2026
Dec 4, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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