Nippon Reit INV Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:11.39% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4019 | 5.52 | |
| 0.1030 | 19.61 | |
| 0.9619 | 135.31 | |
| 4.2797 | 7.24 |
Estimation Period:
Apr 24, 2014 to Feb 13, 2026
Apr 24, 2014 to Feb 13, 2026
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