JR Global Reit AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.42% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0034 | 1.69 | |
| 0.0547 | 14.07 | |
| 0.9528 | 195.80 | |
| 0.1018 | 1.06 |
Estimation Period:
Aug 7, 2020 to Feb 6, 2026
Aug 7, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other JR Global Reit Analyses
Other AGARCH Analyses on Real Estate