V-Lab
Daiwa House Industry Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:19.28% (+2.89%)
Analysis last updated: Tuesday, November 12, 2024 at 09:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0428 | 17.65 | |
| 0.0546 | 18.38 | |
| 0.9071 | 442.90 | |
| 0.0645 | 11.03 |
Estimation Period:
Jan 3, 1990 to Nov 8, 2024
Jan 3, 1990 to Nov 8, 2024
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