Essential Properties Realty Trust, Inc. GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.89% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0730 | 8.43 | |
| 0.0185 | 5.76 | |
| 0.9021 | 204.70 | |
| 0.1153 | 8.26 |
Estimation Period:
Jun 21, 2018 to Feb 6, 2026
Jun 21, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Essential Properties Realty Trust, Inc. Analyses
Other GJR-GARCH Analyses on Real Estate