Mitsui Fudosan Logistics EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.19% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0393 | 9.16 | |
| 0.2671 | 22.43 | |
| 0.9251 | 157.14 | |
| -0.0652 | -6.10 |
Estimation Period:
Aug 2, 2016 to Feb 6, 2026
Aug 2, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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