Stratus Properties Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.10% (-2.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2096 | 20.97 | |
| 0.1074 | 22.07 | |
| 0.8698 | 272.06 | |
| 0.0403 | 4.54 |
Estimation Period:
Jul 1, 1992 to Feb 6, 2026
Jul 1, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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