STAG Industrial Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
21.54%
decreased by 0.30%
1 Week
21.67%
decreased by 0.17%
1 Month
22.11%
increased by 0.27%
Analysis last updated: Tuesday, June 9, 2026 at 09:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0641 | 11.49 | |
| 0.0079 | 3.15 | |
| 0.9163 | 255.30 | |
| 0.0950 | 11.23 |
Estimation Period:
Apr 15, 2011 to Jun 5, 2026
Apr 15, 2011 to Jun 5, 2026
Other STAG Industrial Inc Analyses
Other GJR-GARCH Analyses on Real Estate