V-Lab
Daiwa House Industry Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, June 25th, 2025:14.58% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6068 | 5.10 | |
| 0.0636 | 45.68 | |
| 0.9947 | 1,018.11 | |
| 6.4994 | 9.19 |
Estimation Period:
Jan 3, 1990 to Jun 20, 2025
Jan 3, 1990 to Jun 20, 2025
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