Realty Income Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.05% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0748 | 25.70 | |
| 0.0711 | 17.50 | |
| 0.8571 | 248.59 | |
| 0.0730 | 9.11 |
Estimation Period:
Oct 18, 1994 to Feb 6, 2026
Oct 18, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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