InvenTrust Properties Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.02% (+1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0056 | 0.77 | |
| 0.0545 | 4.86 | |
| 0.9991 | 775.11 | |
| -0.1337 | -13.81 |
Estimation Period:
Mar 3, 2014 to Feb 6, 2026
Mar 3, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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