Daiwa House Industry Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:25.39% (+0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5313 | 5.11 | |
| 0.0639 | 44.45 | |
| 0.9945 | 976.91 | |
| 6.5244 | 8.98 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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