V-Lab
V-Lab
Daiwa House Industry Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, September 29th, 2025:16.50% (+1.25%)
Analysis last updated: Saturday, September 27, 2025 at 11:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Daiwa House Industry Co Ltd GJR-GARCH
paramt-stat
ω0.041217.94
α0.055019.05
β0.9066450.80
γ0.065411.35
Estimation Period:
Jan 3, 1990 to Sep 26, 2025
Impact of return on volatility tomorrow
Volatility Forecasts