Daiwa House Industry Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 13th, 2026:18.36% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5314 | 5.09 | |
| 0.0637 | 44.66 | |
| 0.9945 | 976.95 | |
| 6.4953 | 9.06 |
Estimation Period:
Jan 3, 1990 to Jan 9, 2026
Jan 3, 1990 to Jan 9, 2026
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