Safehold Inc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:37.83% (+3.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0224 | 12.61 | |
| 0.1554 | 27.76 | |
| 0.9957 | 2,136.79 | |
| -0.0403 | -10.62 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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