Japan Hotel Reit Invt Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.53% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2362 | 2.62 | |
| 0.1361 | 7.19 | |
| 0.7755 | 26.19 | |
| -0.4615 | -3.56 | |
| 0.5932 | 3.13 | |
| -0.2269 | -2.15 | |
| 0.2284 | 3.28 | |
| -0.2405 | -4.00 | |
| 0.1463 | 3.44 |
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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