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	param	t-stat
$m$	26
$α$	0.0132	4.51
$β$	0.8010	53.26
$γ$	0.1531	15.41
$λ_{1}$	0.0130	1.57
$λ_{2}$	0.0626	2.48
$λ_{3}$	0.9374	38.38

V-Lab

JBG SMITH Properties MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:27.84% (-1.69%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other JBG SMITH Properties Analyses