LXP Industrial Trust MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.30% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0487 | 14.42 | |
| 0.8363 | 136.89 | |
| 0.0937 | 17.41 | |
| 0.0161 | 8.31 | |
| 0.0227 | 7.21 | |
| 0.9717 | 258.71 |
Estimation Period:
Oct 22, 1993 to Feb 6, 2026
Oct 22, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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