Infracap REIT Preferred ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:6.42% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0028 | 11.29 | |
| 0.0413 | 12.46 | |
| 0.8938 | 266.17 | |
| 0.1298 | 12.70 |
Estimation Period:
Feb 8, 2017 to Feb 6, 2026
Feb 8, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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