V-Lab
Daiwa House Industry Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, September 29th, 2025:16.64% (+1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5890 | 5.09 | |
| 0.0645 | 45.08 | |
| 0.9946 | 990.61 | |
| 6.4961 | 9.19 |
Estimation Period:
Jan 3, 1990 to Sep 26, 2025
Jan 3, 1990 to Sep 26, 2025
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