Daiwa House Industry Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:22.48% (+1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5285 | 5.12 | |
| 0.0639 | 44.27 | |
| 0.9945 | 975.94 | |
| 6.5319 | 8.96 |
Estimation Period:
Jan 3, 1990 to Mar 6, 2026
Jan 3, 1990 to Mar 6, 2026
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