Mori Trust Reit Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.41% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5272 | 2.67 | |
| 0.1444 | 7.82 | |
| 0.7743 | 31.60 | |
| 0.2650 | 1.81 | |
| -0.5852 | -2.98 | |
| 0.4734 | 4.88 | |
| -0.1633 | -2.05 | |
| -0.0936 | -1.17 | |
| 0.2668 | 3.42 | |
| -0.2820 | -4.35 | |
| 0.1631 | 3.55 |
Estimation Period:
Feb 13, 2004 to Feb 10, 2026
Feb 13, 2004 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Mori Trust Reit Inc Analyses
Other Zero Slope Spline-GARCH Analyses on Real Estate