Daiwa House Industry Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:19.47% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5813 | 5.10 | |
| 0.0643 | 44.59 | |
| 0.9945 | 974.04 | |
| 6.5012 | 9.07 |
Estimation Period:
Jan 3, 1990 to Oct 10, 2025
Jan 3, 1990 to Oct 10, 2025
Other Daiwa House Industry Co Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities