Equity Residential GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:16.07% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0427 | 22.00 | |
| 0.0529 | 18.41 | |
| 0.8971 | 349.61 | |
| 0.0650 | 9.86 |
Estimation Period:
Aug 12, 1993 to Dec 12, 2025
Aug 12, 1993 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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