JR Global Reit MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:52.56% (+5.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 1.52 | |
| 0.9574 | 174.83 | |
| 0.0347 | 1.97 | |
| 2.5676 | 16.93 |
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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