Daiwa House Industry Co Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
22.69%
decreased by 0.88%
1 Week
23.00%
decreased by 0.57%
1 Month
24.16%
increased by 0.59%
Analysis last updated: Friday, April 3, 2026 at 09:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0407 | 18.29 | |
| 0.0553 | 19.27 | |
| 0.9074 | 455.77 | |
| 0.0627 | 11.04 |
Estimation Period:
Jan 3, 1990 to Mar 27, 2026
Jan 3, 1990 to Mar 27, 2026
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