Japan Hotel Reit Invt Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.69% (+1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1045 | 15.17 | |
| 0.5952 | 26.19 | |
| 0.1565 | 9.80 | |
| 0.0250 | 1.62 | |
| 0.0391 | 3.07 | |
| 0.9546 | 54.43 |
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 MF2-GARCH Analyses on Real Estate