Ichigo Hotel Reit INV Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:13.32% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2920 | 4.75 | |
| 0.2884 | 3.07 | |
| 0.3703 | 2.69 | |
| -2.1511 | -4.20 | |
| 3.5745 | 4.23 | |
| -2.0772 | -3.16 | |
| 2.4748 | 4.01 | |
| -4.1521 | -5.57 | |
| 3.6933 | 4.93 | |
| -2.2326 | -3.40 | |
| 1.5134 | 1.81 | |
| -1.1019 | -1.22 | |
| 0.7187 | 1.33 |
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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