Ichigo Hotel Reit INV Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.06% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0278 | 3.40 | |
| 0.1510 | 23.41 | |
| 0.9842 | 320.89 | |
| -0.0428 | -3.11 |
Estimation Period:
Dec 1, 2015 to Feb 6, 2026
Dec 1, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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