Nippon Hotel & Residential Investment Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.07% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2984 | 3.98 | |
| 0.1905 | 4.46 | |
| 0.5677 | 7.09 | |
| 1.2068 | 0.98 | |
| -1.5692 | -0.81 | |
| 1.7573 | 1.36 | |
| -3.1016 | -3.01 | |
| 2.4728 | 3.06 | |
| -1.1242 | -1.41 | |
| 0.8701 | 0.98 | |
| -1.1251 | -1.88 | |
| 0.9116 | 1.57 |
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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