Plaza Retail Reit GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.96% (+0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0143 | 8.79 | |
| 0.0527 | 13.59 | |
| 0.9308 | 522.06 | |
| 0.0328 | 3.96 |
Estimation Period:
Aug 2, 1999 to Feb 6, 2026
Aug 2, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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