TOKYO STOCK EXCHANGE REIT INDEX GARCH VOLATILITY GRAPH?

Volatility Prediction for Thursday, May 23: 48.00% (-2.79)
  • COMPARE menu down arrow
    • Tokyo Stock Exchange REIT Index»
    • Other Analyses»
      • Commodities»
      • Corporate Bonds»
      • Credit Default Swaps»
      • Currencies»
      • Equities»
      • Equity Indices»
      • Equity Sectors»
      • International Equities»
      • Real Estate»
      • Treasuries»
      • Volatility Indices»
  • SUB PLOTmenu down arrow
    • Return/Price
    • Return
    • Price
    • None
  • LINE STYLE menu down arrow
    • Lines
    • Lines Points
  • KEY POSTION menu down arrow
    • Inside»
      • Bottom Left
      • Bottom Right
      • Top Left
      • Top Right
    • Outside
  • COPY GRAPH

Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (JPY): ￥1,479 Return: -1.85% 1 Week Pred: 48.08%
Avg Week Vol: 50.51% Avg Month Vol: 36.35% 1 Month Pred: 48.38%
Min Vol: 5.53% Max Vol: 117.59% 6 Months Pred: 50.44%
Avg Vol: 24.37% Vol of Vol: 35.43% 1 Year Pred: 52.79%

Documentation