V-Lab
Daiwa House Industry Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 25th, 2024:17.38% (-0.08%)
Analysis last updated: Sunday, November 24, 2024 at 01:22 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6504 | 5.12 | |
| 0.0635 | 44.81 | |
| 0.9946 | 999.58 | |
| 7 | 8.99 |
Estimation Period:
Jan 3, 1990 to Nov 22, 2024
Jan 3, 1990 to Nov 22, 2024
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