Daiwa House Industry Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:18.24% (+0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0408 | 18.09 | |
| 0.0550 | 19.20 | |
| 0.9072 | 454.74 | |
| 0.0638 | 11.19 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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