Power REIT GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:71.44% (-3.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0457 | 11.67 | |
| 0.1125 | 20.97 | |
| 0.9027 | 385.29 | |
| -0.0304 | -4.31 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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