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{name} Model Equation

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Param	Value	t-stat
ωconst	0.7335	2.36**
αARCH	0.3833	1.66*
βGARCH	0.5978	9.37***
γleverage	-0.0475	-0.15

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7335	2.36**
α ARCH Response to squared shocks	0.3833	1.66*
β GARCH Volatility persistence	0.5978	9.37***
γ leverage Additional response to negative shocks	-0.0475	-0.15

V-Lab

Esr-Reit GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Esr-Reit Analyses