JR Global Reit Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:55.86% (+18.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6652 | 4.63 | |
| 0.1523 | 2.95 | |
| 0.4313 | 3.01 | |
| -1.6387 | -0.47 | |
| 3.7025 | 0.68 | |
| 1.7219 | 0.45 | |
| -10.0695 | -2.98 | |
| 9.2378 | 3.29 | |
| -6.1623 | -2.33 | |
| 8.8687 | 3.27 | |
| -10.4191 | -3.29 | |
| 8.1867 | 1.86 | |
| -5.2830 | -1.19 |
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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