Daiwa House Industry Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:18.76% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0414 | 18.06 | |
| 0.0548 | 19.01 | |
| 0.9068 | 451.81 | |
| 0.0650 | 11.30 |
Estimation Period:
Jan 3, 1990 to Oct 31, 2025
Jan 3, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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