Japan Hotel Reit Invt Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.10% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0367 | 6.76 | |
| 0.0730 | 14.74 | |
| 0.9181 | 153.46 | |
| 0.3239 | 5.45 |
Estimation Period:
Jun 14, 2006 to Feb 6, 2026
Jun 14, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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