JBG SMITH Properties GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.24% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0399 | 11.65 | |
| 0.0546 | 11.86 | |
| 0.9061 | 248.04 | |
| 0.0645 | 5.60 |
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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