Nippon Hotel & Residential Investment Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.01% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1255 | 16.21 | |
| 0.1429 | 11.97 | |
| 0.7255 | 84.09 | |
| 0.1390 | 5.64 |
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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