Ichigo Office Reit Investmnt AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.86% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0406 | 15.70 | |
| 0.1203 | 27.40 | |
| 0.8789 | 213.80 | |
| 0.0771 | 1.92 |
Estimation Period:
Oct 12, 2005 to Feb 6, 2026
Oct 12, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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