V-Lab
Daiwa House Industry Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:21.10% (-0.74%)
Analysis last updated: Sunday, May 5, 2024 at 12:42 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0379 | 17.06 | |
| 0.0517 | 17.53 | |
| 0.9138 | 479.93 | |
| 0.0585 | 10.55 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
News Impact Curve
Volatility Forecasts
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