NTT UD Reit Investment Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:11.27% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0193 | 18.02 | |
| 0.0986 | 22.86 | |
| 0.8977 | 296.75 | |
| 0.0064 | 0.78 |
Estimation Period:
Sep 16, 2002 to Feb 13, 2026
Sep 16, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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