Fukuoka Reit Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:11.93% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6121 | 5.51 | |
| 0.1702 | 8.01 | |
| 0.7033 | 22.89 | |
| 0.0041 | 0.02 | |
| -0.3822 | -1.33 | |
| 0.6138 | 3.51 | |
| -0.2388 | -1.61 | |
| 0.0151 | 0.10 | |
| -0.2485 | -1.43 | |
| 0.6469 | 3.41 | |
| -0.7317 | -4.56 | |
| 0.4433 | 3.49 | |
| -0.1270 | -1.50 |
Estimation Period:
Jun 21, 2005 to Feb 13, 2026
Jun 21, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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