JR Global Reit EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:34.78% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0178 | 8.38 | |
| 0.1062 | 10.14 | |
| 0.9934 | 567.00 | |
| -0.0165 | -1.52 |
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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