V-Lab
V-Lab
Daiwa House Industry Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 21st, 2025:28.34% (-0.74%)
Analysis last updated: Sunday, April 20, 2025 at 01:37 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Daiwa House Industry Co Ltd GJR-GARCH
paramt-stat
ω0.041617.84
α0.054018.50
β0.9074449.66
γ0.065811.39
Estimation Period:
Jan 3, 1990 to Apr 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts