Japan Logistics Fund Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:15.85% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0298 | 15.62 | |
| 0.0639 | 15.94 | |
| 0.8971 | 321.31 | |
| 0.0624 | 7.64 |
Estimation Period:
May 9, 2005 to Feb 13, 2026
May 9, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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