Daiwa House Industry Co Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
28.15%
decreased by 0.81%
1 Week
28.34%
decreased by 0.62%
1 Month
29.06%
increased by 0.10%
Analysis last updated: Saturday, May 23, 2026 at 09:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0407 | 18.42 | |
| 0.0547 | 19.14 | |
| 0.9082 | 458.71 | |
| 0.0618 | 10.94 |
Estimation Period:
Jan 3, 1990 to May 22, 2026
Jan 3, 1990 to May 22, 2026
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