Mitsui Fudosan Accommodations Fund Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.84% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0457 | 16.98 | |
| 0.1082 | 32.62 | |
| 0.8731 | 232.33 | |
| 0.1738 | 5.10 |
Estimation Period:
Aug 4, 2006 to Feb 6, 2026
Aug 4, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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