Daiwa House Industry Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:18.76% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5404 | 5.09 | |
| 0.0638 | 44.65 | |
| 0.9945 | 975.02 | |
| 6.4915 | 9.07 |
Estimation Period:
Jan 3, 1990 to Dec 19, 2025
Jan 3, 1990 to Dec 19, 2025
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