V-Lab
V-Lab
Tokyo Stock Exchange REIT Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:9.53% (+0.36%)

Analysis last updated: Friday, May 3, 2024 at 06:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tokyo Stock Exchange REIT Index GJR-GARCH
paramt-stat
ω0.023023.15
α0.135224.28
β0.8121188.81
γ0.10559.57
Estimation Period:
Mar 31, 2003 to May 2, 2024
Impact of return on volatility tomorrow
Volatility Forecasts