Tokyu Reit Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:12.49% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0212 | 11.96 | |
| 0.0762 | 15.77 | |
| 0.9058 | 278.63 | |
| 0.0270 | 2.29 |
Estimation Period:
Sep 10, 2003 to Feb 13, 2026
Sep 10, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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