Real Estate Split Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.57% (+11.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1118 | 14.75 | |
| 0.2023 | 11.99 | |
| 0.7161 | 64.34 | |
| 0.1429 | 3.11 |
Estimation Period:
Nov 19, 2020 to Feb 6, 2026
Nov 19, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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