JBG SMITH Properties Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.82% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7377 | 4.40 | |
| 0.1045 | 3.55 | |
| 0.8515 | 33.86 | |
| 0.0854 | 1.94 | |
| -0.1860 | -2.18 |
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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