V-Lab
Daiwa House Industry Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, March 5th, 2025:19.38% (-0.47%)
Analysis last updated: Wednesday, March 5, 2025 at 10:53 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6485 | 5.14 | |
| 0.0632 | 46.14 | |
| 0.9948 | 1052.71 | |
| 7 | 9.18 |
Estimation Period:
Jan 3, 1990 to Feb 28, 2025
Jan 3, 1990 to Feb 28, 2025
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