Ichigo Office Reit Investmnt Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.06% (+2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6960 | 5.96 | |
| 0.1546 | 7.03 | |
| 0.7802 | 26.83 | |
| -0.0754 | -5.53 | |
| 0.1103 | 5.43 | |
| -0.0545 | -2.96 |
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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