Fukuoka Reit Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.55% (+0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0432 | 15.77 | |
| 0.0913 | 17.20 | |
| 0.8669 | 217.75 | |
| 0.0538 | 4.15 |
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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