Daiwa House Industry Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 13th, 2026:18.48% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0410 | 18.11 | |
| 0.0550 | 19.13 | |
| 0.9072 | 454.29 | |
| 0.0638 | 11.17 |
Estimation Period:
Jan 3, 1990 to Jan 9, 2026
Jan 3, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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