Mitsui Fudosan Accommodations Fund Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.02% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0284 | 17.73 | |
| 0.2020 | 35.33 | |
| 0.9779 | 703.03 | |
| -0.0279 | -4.76 |
Estimation Period:
Aug 4, 2006 to Feb 6, 2026
Aug 4, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Mitsui Fudosan Accommodations Fund Inc Analyses
Other EGARCH Analyses on Real Estate