Daiwa House Industry Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 28th, 2026
1 Day
16.48%
decreased by 0.59%
1 Week
16.75%
decreased by 0.32%
1 Month
17.61%
increased by 0.54%
Analysis last updated: Tuesday, April 28, 2026 at 07:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2387 | 5.88 | |
| 0.0897 | 9.54 | |
| 0.8804 | 74.93 | |
| -0.0385 | -0.96 | |
| 0.1856 | 3.23 | |
| -0.3141 | -8.35 | |
| 0.2842 | 5.94 | |
| -0.1985 | -3.36 | |
| 0.1243 | 2.21 | |
| -0.0386 | -0.78 | |
| -0.0456 | -0.92 | |
| 0.0701 | 1.89 |
Estimation Period:
Jan 3, 1990 to Apr 24, 2026
Jan 3, 1990 to Apr 24, 2026
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