Daiwa House Industry Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:23.90% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0411 | 18.31 | |
| 0.0553 | 19.25 | |
| 0.9070 | 453.72 | |
| 0.0636 | 11.15 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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