Igis Value Plus Reit Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:15.05% (+0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9864 | 3.97 | |
| 0.1348 | 2.40 | |
| 0.6099 | 4.71 | |
| 1.3075 | 2.89 | |
| -2.1083 | -3.30 | |
| 1.2904 | 3.24 | |
| -1.0369 | -1.60 |
Estimation Period:
Jul 16, 2020 to Feb 13, 2026
Jul 16, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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