Japan Real Estate Investment GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:15.75% (+1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0428 | 22.53 | |
| 0.1075 | 21.39 | |
| 0.8581 | 270.70 | |
| 0.0369 | 4.26 |
Estimation Period:
Oct 4, 2001 to Feb 13, 2026
Oct 4, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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