Douglas Emmett Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:34.57% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 13.41 | |
| 0.0412 | 16.44 | |
| 0.9135 | 420.77 | |
| 0.0802 | 13.92 |
Estimation Period:
Oct 24, 2006 to Feb 13, 2026
Oct 24, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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