Innovative Industrial Properties, Inc. GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:40.14% (+4.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.2355 | 5.18 | |
| 0.1128 | 14.89 | |
| 0.9566 | 110.07 | |
| 5.0460 | 4.68 |
Estimation Period:
Dec 1, 2016 to Feb 6, 2026
Dec 1, 2016 to Feb 6, 2026
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