V-Lab
Daiwa House Industry Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 5th, 2025:19.27% (-0.57%)
Analysis last updated: Wednesday, March 5, 2025 at 10:53 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1435 | 5.56 | |
| 0.0889 | 9.60 | |
| 0.8837 | 77.94 | |
| -0.0738 | -1.69 | |
| 0.2484 | 3.97 | |
| -0.3587 | -7.71 | |
| 0.3010 | 4.88 | |
| -0.1840 | -2.59 | |
| 0.0924 | 1.48 | |
| -0.0093 | -0.16 | |
| -0.0562 | -0.96 | |
| 0.0646 | 1.62 |
Estimation Period:
Jan 3, 1990 to Feb 28, 2025
Jan 3, 1990 to Feb 28, 2025
News Impact Curve
Volatility Forecasts
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