Japan Prime Realty Invt Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.77% (+1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.1283 | 21.04 | |
| 0.6550 | 29.30 | |
| 0.0083 | 1.11 | |
| 0.2896 | 0.53 | |
| 0.8787 | 0.50 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 19, 2002 to Feb 10, 2026
Jun 19, 2002 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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