Japan Prime Realty Invt Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:15.60% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8430 | 5.52 | |
| 0.0824 | 58.92 | |
| 0.9914 | 657.40 | |
| 3.8816 | 28.76 |
Estimation Period:
Jun 19, 2002 to Feb 13, 2026
Jun 19, 2002 to Feb 13, 2026
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