NTT UD Reit Investment Corp GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.10% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0190 | 17.23 | |
| 0.1018 | 30.19 | |
| 0.8979 | 293.43 |
Estimation Period:
Sep 16, 2002 to Feb 6, 2026
Sep 16, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other NTT UD Reit Investment Corp Analyses
Other GARCH Analyses on Real Estate