V-Lab
Daiwa House Industry Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, April 21st, 2025:27.36% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6686 | 5.13 | |
| 0.0636 | 45.41 | |
| 0.9947 | 1,018.08 | |
| 6.5259 | 9.07 |
Estimation Period:
Jan 3, 1990 to Apr 18, 2025
Jan 3, 1990 to Apr 18, 2025
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