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, September 29th, 2025:16.72% (+2.35%)

Analysis last updated: Sunday, September 28, 2025 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1519	5.60
$α$	0.0905	9.61
$β$	0.8801	75.55
$γ_{1}$	-0.0631	-1.51
$γ_{2}$	0.2262	3.80
$γ_{3}$	-0.3406	-8.22
$γ_{4}$	0.2968	5.44
$γ_{5}$	-0.1951	-2.98
$γ_{6}$	0.1089	1.82
$γ_{7}$	-0.0185	-0.34
$γ_{8}$	-0.0611	-1.11
$γ_{9}$	0.0759	1.96

Estimation Period:
Jan 3, 1990 to Sep 26, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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