Home
/
Volatility Analysis
/
Daiwa House Industry Co Ltd Zero Slope Spline-GARCH Volatility Analysis
V-Lab
V-Lab
Daiwa House Industry Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 30th, 2025:23.39% (-0.37%)
Analysis last updated: Tuesday, April 29, 2025 at 11:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Daiwa House Industry Co Ltd S0GARCH
Volatility Summary Table
Closing Price:

¥5,141

Return:

1.21%

1 Week Pred:

23.39%

Average Week Vol:

24.12%

Average Month Vol:

26.64%

1 Month Pred:

23.42%

Min Vol:

11.38%

Max Vol:

119.83%

6 Month Pred:

23.48%

Average Vol:

32.65%

Vol of Vol:

33.15%

1 Year Pred:

23.49%

paramt-stat
ω1.17065.64
α0.09009.66
β0.881876.93
γ1-0.0668-1.56
γ20.23763.86
γ3-0.3531-7.83
γ40.30075.04
γ5-0.1890-2.72
γ60.09971.62
γ7-0.0156-0.27
γ8-0.0518-0.90
γ90.06201.57
Estimation Period:
Jan 3, 1990 to Apr 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts