LXP Industrial Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.08% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8793 | 4.94 | |
| 0.0921 | 8.75 | |
| 0.8640 | 58.99 | |
| 0.0015 | 0.04 | |
| -0.0170 | -0.37 | |
| 0.0826 | 2.87 | |
| -0.1629 | -5.37 | |
| 0.1611 | 5.16 | |
| -0.0785 | -2.98 | |
| 0.0088 | 0.51 |
Estimation Period:
Oct 22, 1993 to Feb 6, 2026
Oct 22, 1993 to Feb 6, 2026
News Impact Curve
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