V-Lab
Daiwa House Industry Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, July 16th, 2025:13.46% (+0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6622 | 5.12 | |
| 0.0642 | 47.00 | |
| 0.9949 | 1,062.90 | |
| 6.4837 | 9.55 |
Estimation Period:
Jan 3, 1990 to Jul 11, 2025
Jan 3, 1990 to Jul 11, 2025
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