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 Monday, April 21st, 2025:24.02% (-0.92%)

Analysis last updated: Sunday, April 20, 2025 at 01:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0662	18.53
$β$	0.7926	91.11
$γ$	0.0785	14.52
$λ_{1}$	0.0119	6.01
$λ_{2}$	0.0375	6.80
$λ_{3}$	0.9598	164.65

Estimation Period:
Jan 3, 1990 to Apr 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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