Mori Trust Reit Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.30% (+0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0280 | 22.35 | |
| 0.0969 | 20.54 | |
| 0.8762 | 299.14 | |
| 0.0319 | 3.64 |
Estimation Period:
Feb 13, 2004 to Feb 13, 2026
Feb 13, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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