Daiwa House Industry Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:20.68% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0413 | 18.08 | |
| 0.0548 | 19.02 | |
| 0.9070 | 452.80 | |
| 0.0646 | 11.25 |
Estimation Period:
Jan 3, 1990 to Nov 28, 2025
Jan 3, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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