Century21 Real Estate Of Jpn AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:10.37% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0046 | 3.54 | |
| 0.0763 | 17.85 | |
| 0.9300 | 259.85 | |
| -0.1501 | -2.76 |
Estimation Period:
Mar 4, 2002 to Feb 13, 2026
Mar 4, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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