V-Lab
V-Lab
Daiwa House Industry Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, August 26th, 2025:19.98% (-0.46%)
Analysis last updated: Tuesday, August 26, 2025 at 11:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Daiwa House Industry Co Ltd GJR-GARCH
paramt-stat
ω0.041518.05
α0.055319.11
β0.9063449.56
γ0.065211.28
Estimation Period:
Jan 3, 1990 to Aug 22, 2025
Impact of return on volatility tomorrow
Volatility Forecasts