Daiwa House Industry Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.13% (+2.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0410 | 18.24 | |
| 0.0552 | 19.23 | |
| 0.9071 | 454.01 | |
| 0.0636 | 11.15 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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