Hankyu Hanshin Reit Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.36% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0478 | 21.21 | |
| 0.0913 | 15.14 | |
| 0.8697 | 206.47 | |
| 0.0298 | 3.03 |
Estimation Period:
Nov 10, 2005 to Feb 13, 2026
Nov 10, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Hankyu Hanshin Reit Inc Analyses
Other GJR-GARCH Analyses on Real Estate