Orix Jreit Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.39% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8686 | 4.73 | |
| 0.1301 | 7.62 | |
| 0.7975 | 30.86 | |
| 0.3461 | 5.57 | |
| -0.5567 | -5.92 | |
| 0.2750 | 4.01 | |
| -0.1351 | -2.42 | |
| 0.1867 | 3.84 | |
| -0.2024 | -4.33 | |
| 0.1175 | 3.59 |
Estimation Period:
Jun 13, 2002 to Feb 10, 2026
Jun 13, 2002 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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