Nippon Reit INV Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.46% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4481 | 4.02 | |
| 0.1266 | 5.01 | |
| 0.7638 | 15.62 | |
| -1.5526 | -3.00 | |
| 2.1523 | 2.84 | |
| -0.7044 | -1.51 | |
| 0.3243 | 0.88 | |
| -0.7161 | -2.61 | |
| 0.7794 | 2.35 | |
| -0.3617 | -1.08 | |
| 0.0880 | 0.17 |
Estimation Period:
Apr 24, 2014 to Feb 10, 2026
Apr 24, 2014 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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