Century21 Real Estate Of Jpn Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:7.18% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8607 | 3.68 | |
| 0.1860 | 6.48 | |
| 0.6880 | 20.92 | |
| -0.3667 | -1.92 | |
| 0.5332 | 1.99 | |
| -0.3815 | -2.40 | |
| 0.3341 | 1.92 | |
| -0.0207 | -0.13 | |
| -0.3462 | -2.23 | |
| 0.5439 | 2.85 | |
| -0.5745 | -3.69 | |
| 0.4451 | 2.89 | |
| -0.1808 | -1.42 |
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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