V-Lab: Daiwa House Industry Co Ltd MF2-GARCH Volatility Analysis

V-Lab

Daiwa House Industry Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 16th, 2025:14.69% (+1.19%)

Analysis last updated: Thursday, July 17, 2025 at 04:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0674	18.96
$β$	0.7919	93.17
$γ$	0.0785	14.61
$λ_{1}$	0.0106	6.01
$λ_{2}$	0.0369	7.06
$λ_{3}$	0.9606	174.18

Estimation Period:
Jan 3, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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