Innovative Industrial Properties, Inc. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:48.23% (+4.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8994 | 4.50 | |
| 0.2997 | 3.96 | |
| 0.3558 | 4.63 | |
| 0.9609 | 2.34 | |
| -1.4040 | -2.53 | |
| 0.0700 | 0.22 | |
| 1.2076 | 3.60 | |
| -1.8218 | -4.38 | |
| 1.8322 | 4.26 | |
| -1.1665 | -4.06 |
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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