One Liberty Properties Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.15% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7403 | 5.70 | |
| 0.1146 | 7.65 | |
| 0.8276 | 41.07 | |
| -0.1465 | -1.86 | |
| 0.2094 | 1.75 | |
| -0.1022 | -1.20 | |
| 0.2155 | 2.50 | |
| -0.4151 | -4.28 | |
| 0.3253 | 4.18 | |
| -0.0824 | -1.27 | |
| 0.0359 | 0.52 | |
| -0.0938 | -1.27 | |
| 0.0952 | 1.04 |
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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