Colterpoint Net Lease Real Estate ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.30% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0747 | 13.54 | |
| 0.0431 | 7.77 | |
| 0.8499 | 125.41 | |
| 0.1224 | 8.06 |
Estimation Period:
Mar 22, 2019 to Feb 6, 2026
Mar 22, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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