V-Lab
V-Lab
Daiwa House Industry Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, June 25th, 2025:15.47% (-0.39%)
Analysis last updated: Wednesday, June 25, 2025 at 11:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Daiwa House Industry Co Ltd GJR-GARCH
paramt-stat
ω0.041317.82
α0.054618.74
β0.9072449.76
γ0.064811.24
Estimation Period:
Jan 3, 1990 to Jun 20, 2025
Impact of return on volatility tomorrow
Volatility Forecasts