Nippon Hotel & Residential Investment Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.62% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1256 | 7.00 | |
| 0.5846 | 45.74 | |
| 0.2686 | 9.77 | |
| 0.0266 | 1.73 | |
| 0.0479 | 3.95 | |
| 0.9387 | 51.36 |
Estimation Period:
Aug 31, 2016 to Feb 13, 2026
Aug 31, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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