STAG Industrial Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.90% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0616 | 11.29 | |
| 0.0065 | 2.64 | |
| 0.9164 | 261.53 | |
| 0.1006 | 11.86 |
Estimation Period:
Apr 15, 2011 to Feb 6, 2026
Apr 15, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other STAG Industrial Inc Analyses
Other GJR-GARCH Analyses on Real Estate