Japan Hotel Reit Invt Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.43% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5546 | 4.39 | |
| 0.0935 | 50.77 | |
| 0.9887 | 399.80 | |
| 3.4788 | 28.16 |
Estimation Period:
Jun 14, 2006 to Feb 13, 2026
Jun 14, 2006 to Feb 13, 2026
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