V-Lab: Daiwa House Industry Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Daiwa House Industry Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 11th, 2025:17.77% (-0.68%)

Analysis last updated: Tuesday, November 11, 2025 at 11:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1807	5.70
$α$	0.0904	9.57
$β$	0.8794	74.60
$γ_{1}$	-0.0534	-1.29
$γ_{2}$	0.2119	3.60
$γ_{3}$	-0.3342	-8.33
$γ_{4}$	0.2966	5.68
$γ_{5}$	-0.2006	-3.19
$γ_{6}$	0.1179	2.04
$γ_{7}$	-0.0289	-0.55
$γ_{8}$	-0.0514	-0.96
$γ_{9}$	0.0700	1.83

Estimation Period:
Jan 3, 1990 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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