Orix Jreit Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.15% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8709 | 4.72 | |
| 0.1299 | 7.60 | |
| 0.7980 | 30.54 | |
| 0.3484 | 5.60 | |
| -0.5605 | -5.96 | |
| 0.2765 | 4.03 | |
| -0.1320 | -2.34 | |
| 0.1735 | 3.43 | |
| -0.1680 | -3.07 | |
| 0.0278 | 0.38 |
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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