Ichigo Hotel Reit INV Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.31% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2639 | 10.40 | |
| 0.3935 | 12.34 | |
| 0.0956 | 2.70 | |
| 0.0581 | 3.45 | |
| 0.0670 | 3.71 | |
| 0.9079 | 38.87 |
Estimation Period:
Dec 1, 2015 to Feb 13, 2026
Dec 1, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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