NTT UD Reit Investment Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:11.97% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4722 | 3.29 | |
| 0.1570 | 6.77 | |
| 0.7583 | 25.27 | |
| 0.2390 | 2.91 | |
| -0.4535 | -3.96 | |
| 0.2791 | 3.85 | |
| -0.1135 | -1.73 | |
| 0.1274 | 2.38 | |
| -0.1367 | -2.55 | |
| 0.0951 | 1.42 |
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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