Phillips Edison & Co Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.79% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 6.62 | |
| 0.1422 | 15.44 | |
| 0.9727 | 342.72 | |
| -0.0375 | -3.45 |
Estimation Period:
Jul 15, 2021 to Feb 6, 2026
Jul 15, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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