Fukuoka Reit Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:10.54% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6142 | 5.53 | |
| 0.1704 | 8.03 | |
| 0.7022 | 22.83 | |
| 0.0138 | 0.07 | |
| -0.4032 | -1.41 | |
| 0.6392 | 3.66 | |
| -0.2674 | -1.81 | |
| 0.0430 | 0.29 | |
| -0.2764 | -1.61 | |
| 0.6838 | 3.62 | |
| -0.7957 | -4.78 | |
| 0.5640 | 3.43 | |
| -0.4116 | -1.60 |
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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