Tokyo Stock Exchange REIT Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:12.25% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0221 | 22.65 | |
| 0.1911 | 35.37 | |
| 0.8089 | 182.38 |
Estimation Period:
Mar 31, 2003 to Dec 30, 2025
Mar 31, 2003 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices