Japan Logistics Fund Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.75% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5425 | 4.75 | |
| 0.1453 | 7.65 | |
| 0.7508 | 26.62 | |
| -0.2468 | -2.96 | |
| 0.1989 | 1.72 | |
| 0.1416 | 2.46 | |
| -0.1792 | -2.86 | |
| 0.2325 | 3.72 | |
| -0.2838 | -4.79 | |
| 0.1897 | 4.07 |
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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