Tosei Reit Investment Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.73% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0695 | 15.57 | |
| 0.1248 | 12.17 | |
| 0.7827 | 82.44 | |
| 0.0465 | 2.30 |
Estimation Period:
Nov 27, 2014 to Feb 6, 2026
Nov 27, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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