NTT UD Reit Investment Corp AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.60% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 14.75 | |
| 0.1010 | 30.20 | |
| 0.8993 | 298.78 | |
| -0.0514 | -1.97 |
Estimation Period:
Sep 16, 2002 to Feb 10, 2026
Sep 16, 2002 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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