Tokyo Stock Exchange REIT Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:12.29% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0234 | 24.00 | |
| 0.1352 | 24.86 | |
| 0.8123 | 193.86 | |
| 0.1014 | 9.45 |
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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