Nippon Hotel & Residential Investment Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.32% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0505 | 10.26 | |
| 0.2990 | 27.47 | |
| 0.9171 | 149.72 | |
| -0.0646 | -4.57 |
Estimation Period:
Aug 31, 2016 to Feb 6, 2026
Aug 31, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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