Japan Prime Realty Invt Corp GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.90% (+0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0268 | 15.17 | |
| 0.0895 | 33.98 | |
| 0.9022 | 354.64 |
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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