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Century21 Real Estate Of Jpn Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:7.18% (-0.44%)
Analysis last updated: Tuesday, February 17, 2026 at 09:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Century21 Real Estate Of Jpn S0GARCH
paramt-stat
ω0.86073.68
α0.18606.48
β0.688020.92
γ1-0.3667-1.92
γ20.53321.99
γ3-0.3815-2.40
γ40.33411.92
γ5-0.0207-0.13
γ6-0.3462-2.23
γ70.54392.85
γ8-0.5745-3.69
γ90.44512.89
γ10-0.1808-1.42
Estimation Period:
Mar 4, 2002 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts