V-Lab
Daiwa House Industry Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 8th, 2025:13.25% (-0.20%)
Analysis last updated: Wednesday, January 8, 2025 at 11:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0410 | 17.45 | |
| 0.0546 | 18.57 | |
| 0.9075 | 447.71 | |
| 0.0646 | 11.14 |
Estimation Period:
Jan 3, 1990 to Jan 3, 2025
Jan 3, 1990 to Jan 3, 2025
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