Innovative Industrial Properties, Inc. EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.09% (+4.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1926 | 12.99 | |
| 0.3058 | 19.40 | |
| 0.9164 | 140.50 | |
| -0.0465 | -4.21 |
Estimation Period:
Dec 1, 2016 to Feb 6, 2026
Dec 1, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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