Nippon Reit INV Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.70% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0261 | 9.92 | |
| 0.2115 | 29.46 | |
| 0.9548 | 295.70 | |
| -0.0683 | -9.02 |
Estimation Period:
Apr 24, 2014 to Feb 6, 2026
Apr 24, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Nippon Reit INV Corp Analyses
Other EGARCH Analyses on Real Estate