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

Skip to main content

V-Lab

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

Volatility Prediction for Friday, October 17th, 2025:18.75% (-0.68%)

Analysis last updated: Friday, October 17, 2025 at 09:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1534	5.60
$α$	0.0907	9.62
$β$	0.8796	75.24
$γ_{1}$	-0.0614	-1.47
$γ_{2}$	0.2238	3.76
$γ_{3}$	-0.3394	-8.27
$γ_{4}$	0.2963	5.50
$γ_{5}$	-0.1947	-3.00
$γ_{6}$	0.1086	1.83
$γ_{7}$	-0.0191	-0.36
$γ_{8}$	-0.0591	-1.09
$γ_{9}$	0.0736	1.91

Estimation Period:
Jan 3, 1990 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Daiwa House Industry Co Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH