V-Lab
Daiwa House Industry Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 8th, 2025:13.39% (-0.22%)
Analysis last updated: Wednesday, January 8, 2025 at 11:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0675 | 18.83 | |
| 0.7933 | 91.24 | |
| 0.0758 | 14.02 | |
| 0.0112 | 5.95 | |
| 0.0372 | 6.85 | |
| 0.9602 | 167.66 |
Estimation Period:
Jan 3, 1990 to Jan 3, 2025
Jan 3, 1990 to Jan 3, 2025
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