V-Lab
Daiwa House Industry Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:18.74% (+2.63%)
Analysis last updated: Tuesday, November 12, 2024 at 09:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 17.33 | |
| 0.1752 | 37.87 | |
| 0.9851 | 1303.00 | |
| -0.0386 | -9.09 |
Estimation Period:
Jan 3, 1990 to Nov 8, 2024
Jan 3, 1990 to Nov 8, 2024
News Impact Curve
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