Fukuoka Reit Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.48% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3456 | 5.71 | |
| 0.0993 | 41.57 | |
| 0.9841 | 365.70 | |
| 4.2991 | 15.34 |
Estimation Period:
Jun 21, 2005 to Feb 13, 2026
Jun 21, 2005 to Feb 13, 2026
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