Orix Jreit Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.70% (+1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5159 | 4.83 | |
| 0.0791 | 54.75 | |
| 0.9917 | 595.28 | |
| 4.2276 | 19.59 |
Estimation Period:
Jun 13, 2002 to Feb 13, 2026
Jun 13, 2002 to Feb 13, 2026
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