Essex Property Trust Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.90% (+1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0504 | 23.41 | |
| 0.0575 | 19.28 | |
| 0.8878 | 335.53 | |
| 0.0696 | 11.10 |
Estimation Period:
Jun 7, 1994 to Feb 6, 2026
Jun 7, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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