Mitsui Fudosan Accommodations Fund Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.69% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0473 | 18.46 | |
| 0.0888 | 16.60 | |
| 0.8753 | 236.63 | |
| 0.0356 | 2.77 |
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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