V-Lab
V-Lab
Tokyo Stock Exchange REIT Index AGARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:10.03% (-0.64%)

Analysis last updated: Saturday, May 18, 2024 at 02:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tokyo Stock Exchange REIT Index AGARCH
paramt-stat
ω0.021921.11
α0.194136.67
β0.8054182.64
γ0.13109.62
Estimation Period:
Mar 31, 2003 to May 2, 2024
Impact of return on volatility tomorrow
Volatility Forecasts