Nippon Prologis Reit Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:18.37% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0753 | 15.81 | |
| 0.1072 | 13.44 | |
| 0.8368 | 137.98 | |
| 0.0401 | 2.57 |
Estimation Period:
Feb 15, 2013 to Feb 13, 2026
Feb 15, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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