NTT UD Reit Investment Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.90% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3820 | 5.11 | |
| 0.0898 | 86.06 | |
| 0.9953 | 1,192.02 | |
| 3.6066 | 49.96 |
Estimation Period:
Sep 16, 2002 to Feb 13, 2026
Sep 16, 2002 to Feb 13, 2026
Other NTT UD Reit Investment Corp Analyses
Other GAS-GARCH Student T Analyses on Real Estate