Daiwa House Industry Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:23.55% (+1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0410 | 18.31 | |
| 0.0552 | 19.24 | |
| 0.9072 | 454.72 | |
| 0.0633 | 11.14 |
Estimation Period:
Jan 3, 1990 to Mar 6, 2026
Jan 3, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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