Japan Property Management AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.59% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0334 | 12.29 | |
| 0.0921 | 23.14 | |
| 0.9106 | 299.45 | |
| -0.0530 | -0.93 |
Estimation Period:
Oct 21, 2011 to Feb 6, 2026
Oct 21, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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