Ichigo Office Reit Investmnt Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.43% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7228 | 5.93 | |
| 0.1563 | 7.07 | |
| 0.7825 | 27.71 | |
| -0.0708 | -5.33 | |
| 0.0987 | 5.29 | |
| -0.0298 | -3.66 |
Estimation Period:
Oct 12, 2005 to Feb 10, 2026
Oct 12, 2005 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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