Safehold Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.74% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0288 | 13.39 | |
| 0.0380 | 16.67 | |
| 0.9323 | 442.69 | |
| 0.0594 | 11.22 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Real Estate