EPR Properties Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.24% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5805 | 4.72 | |
| 0.1133 | 8.76 | |
| 0.8420 | 51.86 | |
| -0.1436 | -1.96 | |
| 0.1521 | 1.47 | |
| 0.1160 | 1.57 | |
| -0.3246 | -3.92 | |
| 0.3334 | 3.79 | |
| -0.2057 | -2.36 | |
| 0.2097 | 2.31 | |
| -0.2990 | -3.02 | |
| 0.2265 | 3.07 |
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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