Japan Hotel Reit Invt Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.47% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0388 | 9.38 | |
| 0.0463 | 10.58 | |
| 0.9241 | 180.41 | |
| 0.0441 | 6.13 |
Estimation Period:
Jun 14, 2006 to Feb 10, 2026
Jun 14, 2006 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
Other Japan Hotel Reit Invt Corp Analyses
Other GJR-GARCH Analyses on Real Estate