JBG SMITH Properties AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.18% (-2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0977 | 14.28 | |
| 0.1508 | 34.05 | |
| 0.8285 | 295.79 | |
| 0.3865 | 8.03 |
Estimation Period:
Jul 6, 2017 to Feb 13, 2026
Jul 6, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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