V-Lab
Daiwa House Industry Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, June 3rd, 2025:20.38% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6131 | 5.11 | |
| 0.0632 | 45.32 | |
| 0.9947 | 1,011.86 | |
| 6.5068 | 9.08 |
Estimation Period:
Jan 3, 1990 to May 30, 2025
Jan 3, 1990 to May 30, 2025
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