Daiwa House Industry Co Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
25.44%
decreased by 1.21%
1 Week
25.20%
decreased by 1.45%
1 Month
25.20%
decreased by 1.45%
Analysis last updated: Saturday, May 23, 2026 at 09:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0662 | 18.91 | |
| 0.7964 | 93.04 | |
| 0.0736 | 14.16 | |
| 0.0113 | 6.14 | |
| 0.0353 | 6.94 | |
| 0.9619 | 177.94 |
Estimation Period:
Jan 3, 1990 to May 22, 2026
Jan 3, 1990 to May 22, 2026
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