Esr-Reit GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.49% (-9.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0317 | 11.10 | |
| 0.3213 | 5.19 | |
| 0.5572 | 29.76 | |
| 0.1146 | 1.29 |
Estimation Period:
Mar 29, 2022 to Feb 13, 2026
Mar 29, 2022 to Feb 13, 2026
News Impact Curve
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