Seritage Growth Properties GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:41.50% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9921 | 7.07 | |
| 0.1727 | 7.96 | |
| 0.6969 | 51.16 | |
| 0.0733 | 2.69 |
Estimation Period:
Jul 6, 2015 to Feb 6, 2026
Jul 6, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Seritage Growth Properties Analyses
Other GJR-GARCH Analyses on Equities