New England Realty Associates LP GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.92% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1437 | 6.89 | |
| 0.0971 | 12.33 | |
| 0.8786 | 150.24 | |
| 0.0017 | 0.14 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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