Skip to main content
V-Lab

Century21 Real Estate Of Jpn Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:7.25% (-0.22%)
Analysis last updated: Friday, February 13, 2026 at 10:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Century21 Real Estate Of Jpn SGARCH
paramt-stat
ω0.82093.59
α0.18426.56
β0.687320.41
γ1-0.4038-2.11
γ20.59142.22
γ3-0.4184-2.65
γ40.35942.07
γ5-0.0332-0.21
γ6-0.3477-2.26
γ70.56412.97
γ8-0.6261-3.74
γ90.56792.64
γ10-0.5196-1.60
Estimation Period:
Mar 4, 2002 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts