Ichigo Office Reit Investmnt GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.97% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0404 | 15.16 | |
| 0.1005 | 18.67 | |
| 0.8821 | 220.02 | |
| 0.0327 | 2.90 |
Estimation Period:
Oct 12, 2005 to Feb 13, 2026
Oct 12, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Ichigo Office Reit Investmnt Analyses
Other GJR-GARCH Analyses on Real Estate