V-Lab
V-Lab
Daiwa House Industry Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, August 26th, 2025:18.38% (-0.50%)
Analysis last updated: Tuesday, August 26, 2025 at 11:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Daiwa House Industry Co Ltd MF2-GARCH
paramt-stat
m26
α0.067719.15
β0.793194.24
γ0.077914.58
λ10.01086.23
λ20.03597.17
λ30.9616181.43
Estimation Period:
Jan 3, 1990 to Aug 22, 2025
Impact of return on volatility tomorrow
Volatility Forecasts