V-Lab
V-Lab
Daiwa House Industry Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:21.43% (-0.54%)

Analysis last updated: Thursday, May 2, 2024 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Daiwa House Industry Co Ltd MF2-GARCH
paramt-stat
m61
α0.058021.17
β0.8589163.45
γ0.058814.03
λ10.01757.85
λ20.05115.75
λ30.944798.80
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts