V-Lab
Daiwa House Industry Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:17.96% (+1.87%)
Analysis last updated: Tuesday, November 12, 2024 at 09:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6631 | 5.13 | |
| 0.0636 | 45.03 | |
| 0.9946 | 1008.74 | |
| 7 | 9.03 |
Estimation Period:
Jan 3, 1990 to Nov 8, 2024
Jan 3, 1990 to Nov 8, 2024
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