Japan Metropolitan Fund Inve GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:15.56% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5675 | 6.12 | |
| 0.0950 | 72.08 | |
| 0.9947 | 1,211.58 | |
| 4.7255 | 28.31 |
Estimation Period:
Mar 12, 2002 to Feb 13, 2026
Mar 12, 2002 to Feb 13, 2026
Other Japan Metropolitan Fund Inve Analyses
Other GAS-GARCH Student T Analyses on Real Estate