Orix Jreit Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.39% (+2.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1688 | 25.80 | |
| 0.4572 | 25.11 | |
| 0.1139 | 9.78 | |
| 0.0232 | 2.74 | |
| 0.1075 | 4.84 | |
| 0.8858 | 36.02 |
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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