V-Lab
Daiwa House Industry Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:20.78% (-0.06%)
Analysis last updated: Thursday, May 9, 2024 at 02:35 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7071 | 5.12 | |
| 0.0623 | 44.57 | |
| 0.9949 | 1079.09 | |
| 7 | 8.60 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
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