V-Lab: Daikin Industries Ltd MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Daikin Industries Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:28.47% (+3.83%)

Analysis last updated: Sunday, April 28, 2024 at 12:57 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0717	16.11
$β$	0.6997	45.60
$γ$	0.0811	11.58
$λ_{1}$	0.0674	2.58
$λ_{2}$	0.0545	3.59
$λ_{3}$	0.9319	48.30

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts