Century21 Real Estate Of Jpn Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:7.25% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8209 | 3.59 | |
| 0.1842 | 6.56 | |
| 0.6873 | 20.41 | |
| -0.4038 | -2.11 | |
| 0.5914 | 2.22 | |
| -0.4184 | -2.65 | |
| 0.3594 | 2.07 | |
| -0.0332 | -0.21 | |
| -0.3477 | -2.26 | |
| 0.5641 | 2.97 | |
| -0.6261 | -3.74 | |
| 0.5679 | 2.64 | |
| -0.5196 | -1.60 |
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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