JBG SMITH Properties Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.54% (+2.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5862 | 3.30 | |
| 0.1045 | 3.92 | |
| 0.8656 | 39.07 | |
| -0.0172 | -2.72 |
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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