JBG SMITH Properties GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:25.96% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0404 | 11.24 | |
| 0.1011 | 21.17 | |
| 0.8950 | 214.33 |
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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