Residential REIT ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.24% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1986 | 9.91 | |
| 0.0491 | 3.64 | |
| 0.7440 | 35.62 | |
| 0.1644 | 6.12 |
Estimation Period:
Feb 28, 2022 to Feb 13, 2026
Feb 28, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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