Mori Trust Reit Inc AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.13% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0255 | 21.84 | |
| 0.1136 | 37.02 | |
| 0.8759 | 301.09 | |
| 0.1605 | 7.73 |
Estimation Period:
Feb 13, 2004 to Feb 10, 2026
Feb 13, 2004 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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