V-Lab
Daiwa House Industry Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 25th, 2024:17.62% (-0.31%)
Analysis last updated: Sunday, November 24, 2024 at 01:18 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0429 | 17.69 | |
| 0.0544 | 18.31 | |
| 0.9072 | 443.17 | |
| 0.0647 | 11.07 |
Estimation Period:
Jan 3, 1990 to Nov 22, 2024
Jan 3, 1990 to Nov 22, 2024
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