AL Maather Reit GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:10.82% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0421 | 13.40 | |
| 0.3302 | 12.27 | |
| 0.7691 | 84.58 | |
| -0.2471 | -8.18 |
Estimation Period:
Sep 6, 2017 to Feb 5, 2026
Sep 6, 2017 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other AL Maather Reit Analyses
Other GJR-GARCH Analyses on Real Estate