Japan Logistics Fund Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.72% (+1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0241 | 9.33 | |
| 0.0965 | 31.00 | |
| 0.8931 | 304.40 | |
| 0.3168 | 7.73 |
Estimation Period:
May 9, 2005 to Feb 6, 2026
May 9, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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