V-Lab: Daiwa House Industry Co Ltd APARCH Volatility Analysis

V-Lab

Daiwa House Industry Co Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, July 17th, 2025:14.75% (+0.09%)

Analysis last updated: Friday, July 18, 2025 at 02:55 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0391	19.19
$α$	0.0902	38.71
$β$	0.9098	362.91
$γ$	0.2389	14.80
$δ$	1.4411	31.09

Estimation Period:
Jan 3, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts