Mitsui Fudosan Logistics GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.14% (+0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1102 | 14.96 | |
| 0.0869 | 11.11 | |
| 0.7952 | 85.25 | |
| 0.0884 | 4.11 |
Estimation Period:
Aug 2, 2016 to Feb 13, 2026
Aug 2, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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