Japan Hotel Reit Invt Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.05% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0371 | 12.33 | |
| 0.1625 | 14.62 | |
| 0.9821 | 465.23 | |
| -0.0338 | -7.05 |
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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