Tosei Reit Investment Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:10.72% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8418 | 6.88 | |
| 0.1694 | 4.41 | |
| 0.7004 | 13.11 | |
| 0.2026 | 4.98 | |
| -0.2774 | -4.63 | |
| 0.0978 | 3.15 |
Estimation Period:
Nov 27, 2014 to Feb 13, 2026
Nov 27, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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