Daikin Industries Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:36.24% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1354 | 17.49 | |
| 0.0500 | 19.47 | |
| 0.8937 | 288.56 | |
| 0.0631 | 9.52 |
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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