Japan Hotel Reit Invt Corp GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.60% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0338 | 8.93 | |
| 0.0687 | 15.90 | |
| 0.9255 | 186.32 |
Estimation Period:
Jun 14, 2006 to Feb 6, 2026
Jun 14, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Japan Hotel Reit Invt Corp Analyses
Other GARCH Analyses on Real Estate