Japan Property Management EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.70% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0301 | 15.83 | |
| 0.1655 | 23.56 | |
| 0.9908 | 1,250.98 | |
| 0.0199 | 4.09 |
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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