Seritage Growth Properties Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:39.36% (-2.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6765 | 4.01 | |
| 0.2389 | 4.22 | |
| 0.6309 | 10.64 | |
| -1.1677 | -1.83 | |
| 2.1221 | 1.99 | |
| -1.6668 | -1.89 | |
| 1.9981 | 2.81 | |
| -2.5423 | -3.64 | |
| 1.4233 | 1.68 | |
| 0.4209 | 0.34 | |
| -1.2516 | -0.72 | |
| 0.9144 | 0.65 |
Estimation Period:
Jul 6, 2015 to Feb 6, 2026
Jul 6, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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