Nippon Reit INV Corp GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.87% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0856 | 12.58 | |
| 0.1407 | 23.51 | |
| 0.8005 | 93.12 |
Estimation Period:
Apr 24, 2014 to Feb 6, 2026
Apr 24, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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