Japan Prime Realty Invt Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.97% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0269 | 15.46 | |
| 0.0858 | 20.55 | |
| 0.9023 | 357.64 | |
| 0.0071 | 0.94 |
Estimation Period:
Jun 19, 2002 to Feb 13, 2026
Jun 19, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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