Century21 Real Estate Of Jpn EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.93% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0256 | 16.50 | |
| 0.1526 | 18.05 | |
| 0.9929 | 1,891.26 | |
| 0.0052 | 0.70 |
Estimation Period:
Mar 4, 2002 to Feb 10, 2026
Mar 4, 2002 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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