Ichigo Hotel Reit INV Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.57% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0466 | 8.19 | |
| 0.0553 | 9.09 | |
| 0.8958 | 171.34 | |
| 0.0728 | 3.84 |
Estimation Period:
Dec 1, 2015 to Feb 10, 2026
Dec 1, 2015 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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