Vital Healthcare Property Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.04% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1012 | 28.09 | |
| 0.0937 | 20.85 | |
| 0.8097 | 186.57 | |
| 0.0828 | 6.72 |
Estimation Period:
Sep 7, 1999 to Feb 5, 2026
Sep 7, 1999 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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