Orix Jreit Inc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.55% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 22.03 | |
| 0.2013 | 36.09 | |
| 0.9808 | 1,020.55 | |
| -0.0310 | -6.41 |
Estimation Period:
Jun 13, 2002 to Feb 6, 2026
Jun 13, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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