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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0250	6.52***
α ARCH Response to squared shocks	0.1642	14.82***
β GARCH Volatility persistence	0.8358	74.67***
γ leverage Additional response to negative shocks	0.0872	4.17***
δ power Transformation power	1.0437	7.27***

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Daiwa House Industry Co Ltd Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Daiwa House Industry Co Ltd Analyses