Innovative Industrial Properties, Inc. AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:41.34% (-5.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4563 | 27.68 | |
| 0.2411 | 19.60 | |
| 0.6104 | 53.67 | |
| 0.5840 | 5.43 |
Estimation Period:
Dec 1, 2016 to Feb 13, 2026
Dec 1, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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