Japan Prime Realty Invt Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:12.86% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3876 | 6.21 | |
| 0.1122 | 7.30 | |
| 0.8390 | 35.15 | |
| 0.0560 | 1.18 | |
| -0.1736 | -2.33 | |
| 0.1583 | 3.33 | |
| -0.0518 | -1.32 | |
| 0.0454 | 1.10 | |
| -0.1039 | -1.85 |
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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