JR Global Reit APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.53% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0132 | 9.41 | |
| 0.0386 | 4.78 | |
| 0.9614 | 154.99 | |
| 0.3866 | 2.17 | |
| 0.5000 | 3.49 |
Estimation Period:
Aug 7, 2020 to Feb 6, 2026
Aug 7, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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