V-Lab
Daiwa House Industry Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:21.57% (-1.32%)
Analysis last updated: Sunday, May 5, 2024 at 12:42 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 17.83 | |
| 0.1655 | 37.42 | |
| 0.9865 | 1468.06 | |
| -0.0353 | -8.70 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
News Impact Curve
Volatility Forecasts
Other Daiwa House Industry Co Ltd Analyses