Nippon Hotel & Residential Investment Corp AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.56% (+5.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1069 | 11.86 | |
| 0.1860 | 23.02 | |
| 0.7471 | 91.28 | |
| 0.2975 | 4.64 |
Estimation Period:
Aug 31, 2016 to Feb 10, 2026
Aug 31, 2016 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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