One Liberty Properties Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.65% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0451 | 16.00 | |
| 0.0551 | 13.46 | |
| 0.9142 | 245.42 | |
| 0.0437 | 5.40 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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