V-Lab
V-Lab
Tokyo Stock Exchange REIT Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:13.15% (-0.85%)

Analysis last updated: Saturday, April 20, 2024 at 03:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tokyo Stock Exchange REIT Index GJR-GARCH
paramt-stat
ω0.022823.04
α0.135424.12
β0.8127188.82
γ0.10399.38
Estimation Period:
Mar 31, 2003 to Feb 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts