Tokyu Reit Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.47% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5236 | 3.42 | |
| 0.1063 | 6.43 | |
| 0.8451 | 39.55 | |
| 0.1728 | 2.20 | |
| -0.4009 | -3.76 | |
| 0.3299 | 5.75 | |
| -0.1574 | -2.86 | |
| 0.1410 | 2.27 | |
| -0.1496 | -2.10 | |
| 0.0624 | 0.64 |
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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