JBG SMITH Properties EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.71% (+3.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0307 | 10.04 | |
| 0.1924 | 21.67 | |
| 0.9792 | 529.32 | |
| -0.0474 | -4.58 |
Estimation Period:
Jul 6, 2017 to Feb 6, 2026
Jul 6, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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