JR Global Reit GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.58% (+5.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4918 | 4.69 | |
| 0.0913 | 54.93 | |
| 0.9919 | 656.91 | |
| 2.7737 | 64.75 |
Estimation Period:
Aug 7, 2020 to Feb 6, 2026
Aug 7, 2020 to Feb 6, 2026
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