Tokyu Reit Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.99% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5181 | 3.40 | |
| 0.1070 | 6.45 | |
| 0.8436 | 39.29 | |
| 0.1682 | 2.13 | |
| -0.3938 | -3.68 | |
| 0.3260 | 5.70 | |
| -0.1565 | -2.88 | |
| 0.1465 | 2.47 | |
| -0.1677 | -2.84 | |
| 0.1097 | 2.58 |
Estimation Period:
Sep 10, 2003 to Feb 10, 2026
Sep 10, 2003 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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