Daiwa House Industry Co Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 28th, 2026
1 Day
19.21%
decreased by 0.60%
1 Week
19.62%
decreased by 0.19%
1 Month
21.12%
increased by 1.31%
Analysis last updated: Tuesday, April 28, 2026 at 07:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0405 | 18.25 | |
| 0.0555 | 19.34 | |
| 0.9075 | 456.25 | |
| 0.0621 | 10.95 |
Estimation Period:
Jan 3, 1990 to Apr 24, 2026
Jan 3, 1990 to Apr 24, 2026
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