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

V-Lab

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

Volatility Prediction for Monday, June 2nd, 2025:19.66% (+1.35%)

Analysis last updated: Sunday, June 1, 2025 at 01:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1391	5.56
$α$	0.0897	9.62
$β$	0.8816	76.54
$γ_{1}$	-0.0695	-1.63
$γ_{2}$	0.2390	3.92
$γ_{3}$	-0.3510	-8.00
$γ_{4}$	0.3005	5.17
$γ_{5}$	-0.1910	-2.80
$γ_{6}$	0.1020	1.67
$γ_{7}$	-0.0162	-0.29
$γ_{8}$	-0.0536	-0.94
$γ_{9}$	0.0644	1.62

Estimation Period:
Jan 3, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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