Innovative Industrial Properties, Inc. GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:39.79% (-2.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0542 | 16.67 | |
| 0.1614 | 7.98 | |
| 0.7023 | 46.91 | |
| 0.0702 | 2.63 |
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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