Century21 Real Estate Of Jpn GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:10.32% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0073 | 12.31 | |
| 0.0685 | 11.79 | |
| 0.9375 | 244.97 | |
| -0.0120 | -1.43 |
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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