Orix Jreit Inc GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.77% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 18.11 | |
| 0.0983 | 33.87 | |
| 0.8943 | 327.93 |
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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