Fukuoka Reit Corp AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.04% (+0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0417 | 13.85 | |
| 0.1239 | 30.11 | |
| 0.8610 | 210.06 | |
| 0.1744 | 4.54 |
Estimation Period:
Jun 21, 2005 to Feb 10, 2026
Jun 21, 2005 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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