Seritage Growth Properties GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:42.15% (-3.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.4652 | 3.83 | |
| 0.1276 | 28.23 | |
| 0.9781 | 172.19 | |
| 4.0308 | 12.77 |
Estimation Period:
Jul 6, 2015 to Feb 6, 2026
Jul 6, 2015 to Feb 6, 2026
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