Nomura Real Estate Master FD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.96% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0224 | 4.22 | |
| 0.0910 | 26.92 | |
| 0.9829 | 236.85 | |
| 4.5116 | 8.94 |
Estimation Period:
Jun 13, 2013 to Feb 6, 2026
Jun 13, 2013 to Feb 6, 2026
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