JR Global Reit GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.30% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0054 | 4.29 | |
| 0.0416 | 11.26 | |
| 0.9584 | 182.55 |
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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