Nippon Reit INV Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:12.32% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0694 | 16.18 | |
| 0.0808 | 13.15 | |
| 0.8279 | 124.42 | |
| 0.0905 | 7.26 |
Estimation Period:
Apr 24, 2014 to Feb 13, 2026
Apr 24, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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