JR Global Reit Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:69.21% (-5.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6861 | 4.43 | |
| 0.1460 | 3.14 | |
| 0.5191 | 4.07 | |
| -1.3665 | -0.38 | |
| 3.4008 | 0.61 | |
| 1.7080 | 0.44 | |
| -10.1085 | -2.93 | |
| 9.4050 | 3.25 | |
| -5.9759 | -2.22 | |
| 7.8386 | 2.95 | |
| -7.7376 | -2.74 | |
| 0.9187 | 0.30 | |
| 13.3261 | 1.85 |
Estimation Period:
Aug 7, 2020 to Feb 13, 2026
Aug 7, 2020 to Feb 13, 2026
News Impact Curve
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