JBG SMITH Properties GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.53% (+3.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.6656 | 4.12 | |
| 0.0929 | 30.60 | |
| 0.9944 | 835.63 | |
| 6.1923 | 6.94 |
Estimation Period:
Jul 6, 2017 to Feb 6, 2026
Jul 6, 2017 to Feb 6, 2026
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