Japan Property Management GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.27% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 10.06 | |
| 0.0762 | 17.07 | |
| 0.9300 | 297.61 | |
| -0.0125 | -1.91 |
Estimation Period:
Oct 21, 2011 to Feb 13, 2026
Oct 21, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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