Nomura Real Estate Master FD GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.47% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0451 | 7.94 | |
| 0.0587 | 13.74 | |
| 0.8853 | 139.97 | |
| 0.0556 | 4.07 |
Estimation Period:
Jun 13, 2013 to Feb 6, 2026
Jun 13, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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