Tokyo Stock Exchange REIT Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:12.02% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0230 | 22.95 | |
| 0.1887 | 37.02 | |
| 0.8068 | 186.45 | |
| 0.1238 | 9.73 |
Estimation Period:
Mar 31, 2003 to Dec 30, 2025
Mar 31, 2003 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
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