One Liberty Properties Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.89% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7721 | 5.91 | |
| 0.1148 | 7.65 | |
| 0.8270 | 40.75 | |
| -0.1184 | -1.48 | |
| 0.1625 | 1.34 | |
| -0.0674 | -0.79 | |
| 0.1847 | 2.12 | |
| -0.3866 | -3.93 | |
| 0.3000 | 3.79 | |
| -0.0613 | -0.95 | |
| 0.0165 | 0.25 | |
| -0.0697 | -1.06 | |
| 0.0512 | 1.07 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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