Nippon Hotel & Residential Investment Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.17% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2866 | 4.03 | |
| 0.1894 | 4.38 | |
| 0.5549 | 6.68 | |
| 1.2076 | 0.99 | |
| -1.5734 | -0.82 | |
| 1.7818 | 1.41 | |
| -3.1662 | -3.15 | |
| 2.5756 | 3.28 | |
| -1.2794 | -1.72 | |
| 1.1450 | 1.43 | |
| -1.6794 | -2.52 | |
| 2.3634 | 1.62 |
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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