Tokyo Stock Exchange REIT Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:12.70% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0144 | 10.64 | |
| 0.3217 | 43.55 | |
| 0.9705 | 711.52 | |
| -0.0549 | -9.19 |
Estimation Period:
Mar 31, 2003 to Dec 30, 2025
Mar 31, 2003 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices