V-Lab
Daiwa House Industry Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 8th, 2025:12.40% (-0.34%)
Analysis last updated: Wednesday, January 8, 2025 at 11:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6976 | 5.16 | |
| 0.0635 | 46.98 | |
| 0.9949 | 1081.43 | |
| 7 | 9.39 |
Estimation Period:
Jan 3, 1990 to Jan 3, 2025
Jan 3, 1990 to Jan 3, 2025
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