Innovative Industrial Properties, Inc. Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:31.64% (-5.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8808 | 4.54 | |
| 0.2645 | 4.37 | |
| 0.3922 | 4.98 | |
| 0.9474 | 2.31 | |
| -1.3866 | -2.50 | |
| 0.0611 | 0.20 | |
| 1.2449 | 3.77 | |
| -1.9647 | -4.67 | |
| 2.2760 | 4.15 | |
| -2.5354 | -2.43 |
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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