Daiwa House Industry Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:24.05% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2226 | 5.83 | |
| 0.0900 | 9.55 | |
| 0.8799 | 74.76 | |
| -0.0440 | -1.09 | |
| 0.1962 | 3.39 | |
| -0.3233 | -8.36 | |
| 0.2901 | 5.81 | |
| -0.1991 | -3.26 | |
| 0.1203 | 2.10 | |
| -0.0328 | -0.64 | |
| -0.0492 | -0.95 | |
| 0.0700 | 1.86 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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