Ichigo Hotel Reit INV Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.18% (-2.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2349 | 4.80 | |
| 0.2712 | 3.40 | |
| 0.3819 | 2.88 | |
| -2.2989 | -4.47 | |
| 3.8030 | 4.50 | |
| -2.2364 | -3.42 | |
| 2.6451 | 4.21 | |
| -4.3103 | -5.66 | |
| 3.7663 | 5.08 | |
| -2.1752 | -3.52 | |
| 1.2669 | 1.73 | |
| -0.5019 | -0.62 | |
| -0.6340 | -0.34 |
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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