Equity Residential GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.28% (+2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0431 | 22.11 | |
| 0.0532 | 18.44 | |
| 0.8966 | 349.02 | |
| 0.0653 | 9.92 |
Estimation Period:
Aug 12, 1993 to Feb 6, 2026
Aug 12, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Equity Residential Analyses
Other GJR-GARCH Analyses on Real Estate