Rexford Industrial Realty Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:30.62% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0428 | 12.55 | |
| 0.0374 | 8.09 | |
| 0.9220 | 247.79 | |
| 0.0478 | 5.40 |
Estimation Period:
Jul 19, 2013 to Feb 13, 2026
Jul 19, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Rexford Industrial Realty Inc Analyses
Other GJR-GARCH Analyses on Real Estate