V-Lab
Daiwa House Industry Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:21.27% (+1.32%)
Analysis last updated: Thursday, May 2, 2024 at 12:01 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0046 | 5.30 | |
| 0.0825 | 9.84 | |
| 0.8877 | 77.81 | |
| -0.1698 | -3.06 | |
| 0.4079 | 4.72 | |
| -0.3793 | -4.77 | |
| 0.1036 | 1.40 | |
| 0.1633 | 2.85 | |
| -0.2707 | -4.05 | |
| 0.2509 | 3.06 | |
| -0.1421 | -1.67 | |
| 0.0395 | 0.45 | |
| -0.0595 | -0.55 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
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