Tokyo Stock Exchange REIT Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:12.64% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6724 | 6.34 | |
| 0.1374 | 45.38 | |
| 0.9874 | 529.14 | |
| 5.8535 | 12.78 |
Estimation Period:
Mar 31, 2003 to Dec 30, 2025
Mar 31, 2003 to Dec 30, 2025
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