Nippon Prologis Reit Inc GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.33% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0706 | 15.78 | |
| 0.1240 | 23.59 | |
| 0.8421 | 141.31 |
Estimation Period:
Feb 15, 2013 to Feb 6, 2026
Feb 15, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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