LTC Properties Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.67% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0305 | 10.74 | |
| 0.0407 | 19.36 | |
| 0.9287 | 356.23 | |
| 0.0465 | 7.07 |
Estimation Period:
Aug 18, 1992 to Feb 6, 2026
Aug 18, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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