Daiwa House Industry Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:18.55% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5668 | 5.10 | |
| 0.0641 | 44.70 | |
| 0.9945 | 976.93 | |
| 6.4964 | 9.09 |
Estimation Period:
Jan 3, 1990 to Oct 31, 2025
Jan 3, 1990 to Oct 31, 2025
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