Mitsui Fudosan Accommodations Fund Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.29% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6008 | 6.27 | |
| 0.1200 | 6.00 | |
| 0.7953 | 25.12 | |
| -0.4785 | -4.56 | |
| 0.6533 | 3.69 | |
| -0.2219 | -1.84 | |
| 0.0460 | 0.53 | |
| 0.0482 | 0.59 | |
| -0.0981 | -1.31 | |
| 0.0707 | 0.63 |
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 Spline-GARCH Analyses on Real Estate