Tokyo Stock Exchange REIT Index MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:12.35% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0227 | 15.11 | |
| 0.3386 | 55.12 | |
| 0.6614 | 148.61 |
Estimation Period:
Sep 15, 2003 to Dec 30, 2025
Sep 15, 2003 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other MEM Analyses on Equity Indices