Esr-Reit GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
24.74%
decreased by 0.96%
1 Week
31.49%
increased by 5.79%
1 Month
44.69%
increased by 18.99%
Analysis last updated: Friday, June 12, 2026 at 07:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9638 | 10.46 | |
| 0.3681 | 5.97 | |
| 0.5583 | 31.04 | |
| 0.0156 | 0.18 |
Estimation Period:
Mar 29, 2022 to Jun 5, 2026
Mar 29, 2022 to Jun 5, 2026
Other GJR-GARCH Analyses on Real Estate