Daiwa House Industry Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:18.58% (+0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5247 | 5.10 | |
| 0.0637 | 44.72 | |
| 0.9945 | 981.78 | |
| 6.5109 | 9.03 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
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