Igis Value Plus Reit Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.24% (+0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0361 | 7.66 | |
| 0.2398 | 15.24 | |
| 0.8967 | 83.25 | |
| -0.0071 | -0.41 |
Estimation Period:
Jul 16, 2020 to Jan 30, 2026
Jul 16, 2020 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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