InvenTrust Properties Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.15% (+0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3006 | 2.07 | |
| 0.0553 | 1.45 | |
| 0.8459 | 69.23 | |
| 0.1363 | 1.39 |
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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