Fukuoka Reit Corp EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.10% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0353 | 16.51 | |
| 0.2440 | 27.43 | |
| 0.9715 | 526.85 | |
| -0.0363 | -5.63 |
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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