Nippon Prologis Reit Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.65% (+0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6958 | 4.93 | |
| 0.1605 | 5.05 | |
| 0.6938 | 10.58 | |
| 0.8292 | 4.97 | |
| -1.2424 | -5.08 | |
| 0.7464 | 4.38 | |
| -0.3634 | -2.51 | |
| -0.0372 | -0.29 | |
| -0.0034 | -0.02 | |
| 0.1353 | 1.09 |
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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