Tokyo Stock Exchange REIT Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:12.29% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0254 | 23.47 | |
| 0.1809 | 35.61 | |
| 0.8191 | 194.19 | |
| 0.1504 | 12.52 | |
| 1.8030 | 34.27 |
Estimation Period:
Mar 31, 2003 to Dec 30, 2025
Mar 31, 2003 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
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