Daiwa House Industry Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:19.81% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0411 | 18.12 | |
| 0.0549 | 19.06 | |
| 0.9072 | 453.82 | |
| 0.0640 | 11.19 |
Estimation Period:
Jan 3, 1990 to Dec 19, 2025
Jan 3, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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