Daiwa House Industry Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:20.95% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0415 | 18.10 | |
| 0.0550 | 19.05 | |
| 0.9066 | 450.81 | |
| 0.0650 | 11.28 |
Estimation Period:
Jan 3, 1990 to Oct 10, 2025
Jan 3, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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