EPR Properties GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.30% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0638 | 19.63 | |
| 0.0612 | 13.37 | |
| 0.8872 | 300.55 | |
| 0.0700 | 8.59 |
Estimation Period:
Nov 18, 1997 to Feb 6, 2026
Nov 18, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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