Sun Communities Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.59% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0509 | 22.69 | |
| 0.0556 | 20.00 | |
| 0.8876 | 337.11 | |
| 0.0717 | 11.47 |
Estimation Period:
Dec 9, 1993 to Feb 6, 2026
Dec 9, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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