Embassy Office Parks Reit GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.36% (+2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1743 | 10.65 | |
| 0.0802 | 9.12 | |
| 0.8002 | 62.59 | |
| 0.0404 | 1.74 |
Estimation Period:
Apr 1, 2019 to Feb 6, 2026
Apr 1, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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