Japan Logistics Fund Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:12.51% (+1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5387 | 4.70 | |
| 0.1453 | 7.65 | |
| 0.7510 | 26.62 | |
| -0.2498 | -2.98 | |
| 0.2026 | 1.75 | |
| 0.1415 | 2.45 | |
| -0.1802 | -2.85 | |
| 0.2326 | 3.59 | |
| -0.2806 | -3.99 | |
| 0.1772 | 1.87 |
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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