Japan Real Estate Investment GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:18.05% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4164 | 6.10 | |
| 0.0864 | 48.39 | |
| 0.9892 | 558.55 | |
| 4.6971 | 17.28 |
Estimation Period:
Oct 4, 2001 to Feb 13, 2026
Oct 4, 2001 to Feb 13, 2026
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