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Param	Value	t-stat
ωconst	4.4300	1.27
αARCH	0.0631	10.94***
βGARCH	0.9944	238.30***
νDF	6.4997	2.22**

Parameter	Value	t-statistic
ω const Unconditional variance weight	4.4300	1.27
α ARCH Response to squared shocks	0.0631	10.94***
β GARCH Volatility persistence	0.9944	238.30***
ν DF Student-t tail thickness	6.4997	2.22**

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Daiwa House Industry Co Ltd GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Daiwa House Industry Co Ltd Analyses