Daiwa House Industry Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:20.48% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5546 | 5.10 | |
| 0.0640 | 44.54 | |
| 0.9945 | 975.01 | |
| 6.5061 | 9.03 |
Estimation Period:
Jan 3, 1990 to Nov 28, 2025
Jan 3, 1990 to Nov 28, 2025
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