Japan Real Estate Investment EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.66% (+1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0298 | 24.37 | |
| 0.2356 | 40.76 | |
| 0.9730 | 788.49 | |
| -0.0184 | -3.28 |
Estimation Period:
Oct 4, 2001 to Feb 6, 2026
Oct 4, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Japan Real Estate Investment Analyses
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