V-Lab
V-Lab
Daiwa House Industry Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, September 29th, 2025:16.55% (+1.76%)
Analysis last updated: Sunday, September 28, 2025 at 12:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Daiwa House Industry Co Ltd MF2-GARCH
paramt-stat
m26
α0.067219.10
β0.793694.73
γ0.078214.66
λ10.01066.22
λ20.03567.21
λ30.9619184.03
Estimation Period:
Jan 3, 1990 to Sep 26, 2025
Impact of return on volatility tomorrow
Volatility Forecasts