Mitsui Fudosan Logistics GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.13% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1120 | 15.11 | |
| 0.1331 | 18.12 | |
| 0.7911 | 79.59 |
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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