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 Friday, November 7th, 2025:17.13% (-0.71%)

Analysis last updated: Friday, November 7, 2025 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1193	5.49
$α$	0.0907	9.60
$β$	0.8789	74.54
$γ_{1}$	-0.0628	-1.49
$γ_{2}$	0.2244	3.76
$γ_{3}$	-0.3395	-8.49
$γ_{4}$	0.3006	5.80
$γ_{5}$	-0.2039	-3.27
$γ_{6}$	0.1207	2.10
$γ_{7}$	-0.0307	-0.59
$γ_{8}$	-0.0510	-0.96
$γ_{9}$	0.0704	1.84

Estimation Period:
Jan 3, 1990 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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