V-Lab
V-Lab
Daiwa House Industry Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, June 3rd, 2025:21.89% (-0.63%)
Analysis last updated: Wednesday, June 4, 2025 at 12:31 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Daiwa House Industry Co Ltd GJR-GARCH
paramt-stat
ω0.041517.86
α0.053918.50
β0.9076450.19
γ0.065311.34
Estimation Period:
Jan 3, 1990 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts