Mitsui Fudosan Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:39.71% (+2.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1296 | 22.72 | |
| 0.0627 | 22.31 | |
| 0.8776 | 365.05 | |
| 0.0802 | 10.87 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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