Japan Prime Realty Invt Corp AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.32% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0267 | 15.38 | |
| 0.0893 | 33.99 | |
| 0.9023 | 357.65 | |
| -0.0062 | -0.22 |
Estimation Period:
Jun 19, 2002 to Feb 6, 2026
Jun 19, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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