Elme Communities GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:41.76% (-3.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6573 | 2.86 | |
| 0.0136 | 0.61 | |
| 0.7621 | 22.78 | |
| 0.1210 | 4.85 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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