Industrial Logistics Properties Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.30% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0176 | 2.23 | |
| 0.0091 | 2.83 | |
| 0.9641 | 324.84 | |
| 0.0536 | 11.52 |
Estimation Period:
Jan 15, 2018 to Feb 6, 2026
Jan 15, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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