Orix Jreit Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:15.26% (+1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0274 | 19.69 | |
| 0.0841 | 20.43 | |
| 0.8915 | 323.14 | |
| 0.0330 | 4.87 |
Estimation Period:
Jun 13, 2002 to Feb 13, 2026
Jun 13, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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