Innovative Industrial Properties, Inc. MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:48.67% (+5.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.2619 | 15.02 | |
| 0.2956 | 15.82 | |
| 0.1619 | 4.93 | |
| 0.7980 | 0.98 | |
| 0.1285 | 1.10 | |
| 0.7998 | 4.19 |
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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